+64.2%
T vs HRB
+104.8%
-40.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.1% | -1.6% |
| 7D | -3.1% | -10.6% | +7.5% | -2.0% |
| 30D | +4.6% | -0.8% | +5.4% | +4.5% |
| 3M | +12.2% | +19.1% | -6.8% | +9.9% |
| 6M | -6.5% | +48.7% | -55.2% | -10.7% |
| YTD | +4.9% | +7.1% | -2.2% | +4.6% |
| 1Y | -10.5% | -8.3% | -2.2% | -8.8% |
| 3Y | +104.6% | +25.8% | +78.7% | +96.8% |
| 5Y | +64.2% | +111.1% | -46.9% | +46.7% |
| All | +64.2% | +104.8% | -40.6% | +46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling