+3,094.0%
SPY vs HRB
+1,352.7%
+1,741.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | +0.6% |
| 7D | +0.1% | -5.7% | +5.8% | +1.5% |
| 30D | +0.1% | +7.9% | -7.9% | -2.3% |
| 3M | +2.0% | +32.1% | -30.1% | -5.8% |
| 6M | +13.0% | +62.2% | -49.2% | -2.1% |
| YTD | +13.5% | +16.4% | -2.9% | +6.5% |
| 1Y | +20.0% | -0.3% | +20.2% | +16.6% |
| 3Y | +77.2% | +36.0% | +41.2% | +55.6% |
| 5Y | +81.9% | +125.2% | -43.3% | +36.5% |
| 10Y | +314.1% | +237.7% | +76.4% | +156.7% |
| All | +3,094.0% | +1,352.7% | +1,741.3% | +1,075.7% |
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