-12.2%
TLT vs HRB
+226.2%
-238.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.5% |
| 7D | -2.7% | -7.8% | +5.1% | -3.0% |
| 30D | +2.2% | +15.7% | -13.6% | +2.7% |
| 3M | -1.7% | -5.5% | +3.8% | -1.9% |
| 6M | -4.0% | +41.1% | -45.1% | -2.5% |
| YTD | -4.9% | +20.4% | -25.3% | -3.9% |
| 1Y | -7.4% | +15.2% | -22.6% | -6.6% |
| 3Y | +3.0% | +24.3% | -21.3% | +5.1% |
| 5Y | -35.1% | +144.7% | -179.8% | -29.9% |
| All | -12.2% | +226.2% | -238.4% | +0.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling