+414.4%
SPYG vs HRB
+209.1%
+205.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -0.9% | -8.0% | +7.1% | +0.5% |
| 30D | -1.5% | -16.0% | +14.5% | +1.3% |
| 3M | +3.7% | +26.9% | -23.1% | -1.3% |
| 6M | +16.4% | +51.1% | -34.7% | +6.2% |
| YTD | +13.3% | +7.1% | +6.3% | +10.4% |
| 1Y | +17.9% | -9.6% | +27.5% | +18.5% |
| 3Y | +98.3% | +25.4% | +72.9% | +82.1% |
| 5Y | +86.4% | +114.9% | -28.5% | +49.9% |
| All | +414.4% | +209.1% | +205.2% | +268.0% |
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