+625.9%
TEAM vs HRB
+126.3%
+499.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -19.7% | -8.1% | -11.6% | -18.2% |
| 30D | -26.6% | +15.0% | -41.7% | -28.7% |
| 3M | -1.1% | +10.2% | -11.3% | -3.2% |
| 6M | +74.6% | +44.2% | +30.4% | +63.1% |
| YTD | -6.0% | +21.0% | -26.9% | -10.3% |
| 1Y | -3.2% | +12.0% | -15.2% | -6.7% |
| 3Y | -13.5% | +24.9% | -38.5% | -18.9% |
| 5Y | -65.5% | +144.6% | -210.1% | -70.3% |
| 10Y | +454.5% | +229.4% | +225.1% | +338.2% |
| All | +625.9% | +126.3% | +499.6% | +518.8% |
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