+47.4%
TER vs HRB
+13.5%
+33.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.0% | -6.2% |
| 7D | +14.4% | -5.1% | +19.4% | +11.3% |
| 30D | -30.6% | +8.7% | -39.2% | -26.6% |
| 3M | -39.2% | -5.4% | -33.8% | -38.9% |
| 6M | -31.3% | +41.6% | -72.8% | -13.8% |
| YTD | +29.1% | +18.7% | +10.4% | +51.7% |
| 1Y | +47.4% | +16.4% | +31.0% | +72.5% |
| All | +47.4% | +13.5% | +33.9% | +72.5% |
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