-25.8%
TE vs HRB
+16.9%
-42.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.4% | -7.9% | -1.8% |
| 7D | +3.8% | +16.0% | -12.2% | +10.2% |
| 30D | -26.2% | +32.1% | -58.3% | -17.2% |
| 3M | -49.7% | +21.5% | -71.2% | -44.5% |
| 6M | -46.5% | +82.1% | -128.6% | -33.2% |
| YTD | -59.1% | +31.6% | -90.7% | -62.8% |
| 1Y | -25.8% | +15.9% | -41.7% | -38.8% |
| All | -25.8% | +16.9% | -42.7% | -38.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling