+307.8%
SPY vs HRB
+221.6%
+86.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.1% | -0.1% |
| 7D | +2.6% | -5.1% | +7.7% | +3.5% |
| 30D | -2.0% | +8.7% | -10.6% | -3.6% |
| 3M | -2.8% | -5.4% | +2.6% | -2.2% |
| 6M | +2.1% | +41.6% | -39.4% | -5.6% |
| YTD | +11.5% | +18.7% | -7.2% | +6.0% |
| 1Y | +13.5% | +16.4% | -3.0% | +8.2% |
| 3Y | +77.7% | +22.0% | +55.7% | +64.3% |
| 5Y | +72.6% | +141.2% | -68.6% | +33.4% |
| All | +307.8% | +221.6% | +86.2% | +182.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling