-53.2%
TE vs HRB
+172.4%
-225.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.0% | +5.3% | +1.3% |
| 7D | -4.0% | -5.7% | +1.7% | -3.9% |
| 30D | -15.9% | +7.9% | -23.8% | -15.9% |
| 3M | -60.5% | +32.1% | -92.7% | -60.9% |
| 6M | -35.2% | +62.2% | -97.5% | -36.8% |
| YTD | -31.1% | +16.4% | -47.5% | -31.4% |
| 1Y | +148.6% | -0.3% | +148.9% | +150.8% |
| 3Y | -26.4% | +36.0% | -62.4% | -28.4% |
| 5Y | -48.0% | +125.2% | -173.2% | -51.3% |
| All | -53.2% | +172.4% | -225.5% | -55.8% |
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 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