-86.3%
SPXU vs HRB
+114.1%
-200.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -3.0% | -2.2% |
| 7D | +2.5% | -8.0% | +10.5% | -0.3% |
| 30D | +4.2% | -16.0% | +20.1% | -1.6% |
| 3M | -9.3% | +26.9% | -36.1% | 0.0% |
| 6M | -30.7% | +51.1% | -81.8% | -17.7% |
| YTD | -28.1% | +7.1% | -35.2% | -28.1% |
| 1Y | -35.2% | -9.6% | -25.6% | -41.1% |
| 3Y | -79.9% | +25.4% | -105.3% | -75.8% |
| All | -86.3% | +114.1% | -200.3% | -75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded HRB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling