+17.5%
SPY vs HRB
-8.2%
+25.7%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.6% |
| 7D | -2.0% | -12.2% | +10.2% | -2.2% |
| 30D | -1.7% | -3.0% | +1.3% | -1.6% |
| 3M | +4.7% | +21.7% | -17.0% | +5.4% |
| 6M | +12.5% | +52.3% | -39.8% | +13.4% |
| YTD | +11.7% | +6.5% | +5.2% | +12.3% |
| 1Y | +17.5% | -6.7% | +24.2% | +16.3% |
| All | +17.5% | -8.2% | +25.7% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling