+561.6%
SPYG vs HRB
+1,047.0%
-485.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | +1.0% |
| 7D | +1.2% | -9.1% | +10.3% | +3.4% |
| 30D | -1.6% | +0.3% | -1.8% | -2.1% |
| 3M | +3.4% | +23.4% | -20.0% | -2.8% |
| 6M | +18.9% | +45.1% | -26.2% | +6.1% |
| YTD | +13.8% | +8.9% | +4.9% | +8.6% |
| 1Y | +20.6% | -7.9% | +28.5% | +19.5% |
| 3Y | +100.5% | +27.9% | +72.6% | +78.7% |
| 5Y | +84.6% | +108.3% | -23.7% | +41.6% |
| 10Y | +410.8% | +208.4% | +202.4% | +223.0% |
| All | +561.6% | +1,047.0% | -485.4% | +122.0% |
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 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