-49.3%
TE vs HRB
+114.1%
-163.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.7% |
| 7D | +0.2% | -8.0% | +8.2% | +0.1% |
| 30D | -5.9% | -16.0% | +10.0% | -6.0% |
| 3M | -45.6% | +26.9% | -72.4% | -46.5% |
| 6M | -43.4% | +51.1% | -94.5% | -45.6% |
| YTD | -31.0% | +7.1% | -38.0% | -31.0% |
| 1Y | +145.2% | -9.6% | +154.8% | +151.9% |
| 3Y | -24.1% | +25.4% | -49.5% | -29.5% |
| All | -49.3% | +114.1% | -163.4% | -61.1% |
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