-84.3%
TE vs HRB
+140.6%
-225.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -3.1% |
| 7D | -19.1% | -5.1% | -14.0% | -19.2% |
| 30D | -34.1% | +8.7% | -42.8% | -34.0% |
| 3M | -60.1% | -5.4% | -54.7% | -60.1% |
| 6M | -66.0% | +41.6% | -107.5% | -66.5% |
| YTD | -71.4% | +18.7% | -90.1% | -71.3% |
| 1Y | -45.3% | +16.4% | -61.7% | -45.0% |
| 3Y | +9.1% | +22.0% | -12.8% | +6.5% |
| All | -84.3% | +140.6% | -225.0% | -87.8% |
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 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