+467.2%
TDY vs HRB
+209.1%
+258.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | -1.1% | -8.0% | +6.9% | +0.7% |
| 30D | -12.0% | -16.0% | +3.9% | -8.8% |
| 3M | -3.2% | +26.9% | -30.1% | -9.3% |
| 6M | -7.9% | +51.1% | -59.0% | -18.3% |
| YTD | +18.2% | +7.1% | +11.2% | +14.0% |
| 1Y | +6.7% | -9.6% | +16.3% | +7.3% |
| 3Y | +47.5% | +25.4% | +22.1% | +32.1% |
| 5Y | +39.5% | +114.9% | -75.4% | +4.0% |
| All | +467.2% | +209.1% | +258.0% | +260.2% |
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