+1,622.6%
T vs HRB
+3,475.6%
-1,853.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | +1.6% | -7.8% | +9.4% | +3.4% |
| 30D | -2.9% | +15.7% | -18.7% | -6.0% |
| 3M | -7.5% | -5.5% | -2.0% | -6.6% |
| 6M | -9.9% | +41.1% | -51.0% | -17.2% |
| YTD | -6.4% | +20.4% | -26.8% | -12.3% |
| 1Y | -9.4% | +15.2% | -24.6% | -14.3% |
| 3Y | +64.9% | +24.3% | +40.5% | +50.7% |
| 5Y | +57.0% | +144.7% | -87.7% | +19.7% |
| 10Y | +60.8% | +227.8% | -167.0% | +7.4% |
| All | +1,622.6% | +3,475.6% | -1,853.0% | +408.3% |
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