+3,058.8%
SPY vs HRB
+1,409.6%
+1,649.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -0.9% | -8.1% | +7.2% | +1.1% |
| 30D | -2.4% | +15.0% | -17.4% | -5.9% |
| 3M | -1.2% | +10.2% | -11.4% | -4.4% |
| 6M | +3.3% | +44.2% | -40.9% | -7.2% |
| YTD | +12.3% | +21.0% | -8.7% | +3.8% |
| 1Y | +12.4% | +12.0% | +0.5% | +5.9% |
| 3Y | +78.8% | +24.9% | +53.9% | +60.2% |
| 5Y | +75.2% | +144.6% | -69.4% | +28.3% |
| 10Y | +311.1% | +229.4% | +81.7% | +156.0% |
| All | +3,058.8% | +1,409.6% | +1,649.2% | +1,046.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling