-5.6%
TLT vs HRB
+16.9%
-22.5%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.6% | +0.8% |
| 7D | +1.0% | +16.0% | -15.1% | +0.9% |
| 30D | +6.0% | +32.1% | -26.0% | +6.0% |
| 3M | -0.9% | +21.5% | -22.4% | -0.9% |
| 6M | -2.3% | +82.1% | -84.4% | -1.5% |
| YTD | -3.3% | +31.6% | -34.9% | -2.1% |
| 1Y | -5.6% | +15.9% | -21.5% | -4.6% |
| All | -5.6% | +16.9% | -22.5% | -4.6% |
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