+6,969.6%
TDY vs HRB
+841.0%
+6,128.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -1.9% | -12.2% | +10.3% | +1.9% |
| 30D | -12.5% | -3.0% | -9.5% | -12.3% |
| 3M | -0.8% | +21.7% | -22.5% | -8.0% |
| 6M | -9.0% | +52.3% | -61.3% | -22.7% |
| YTD | +16.8% | +6.5% | +10.3% | +10.4% |
| 1Y | +9.5% | -6.7% | +16.1% | +7.5% |
| 3Y | +45.4% | +25.1% | +20.3% | +26.2% |
| 5Y | +37.8% | +113.8% | -76.0% | -3.4% |
| 10Y | +470.2% | +204.8% | +265.4% | +221.2% |
| All | +6,969.6% | +841.0% | +6,128.7% | +2,084.6% |
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