+199.8%
TER vs HRB
+1.1%
+198.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.0% | +9.4% | +3.6% |
| 7D | +0.6% | -5.7% | +6.2% | -2.0% |
| 30D | -8.3% | +7.9% | -16.2% | -4.8% |
| 3M | -12.2% | +32.1% | -44.4% | +3.6% |
| 6M | +17.0% | +62.2% | -45.2% | +51.3% |
| YTD | +84.6% | +16.4% | +68.2% | +111.4% |
| 1Y | +199.8% | -0.3% | +200.1% | +229.1% |
| All | +199.8% | +1.1% | +198.7% | +229.1% |
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 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