-33.7%
TLT vs HRB
+112.6%
-146.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.5% | +6.4% | +0.1% |
| 7D | +0.4% | -9.1% | +9.5% | +0.5% |
| 30D | -0.3% | +0.3% | -0.6% | -0.3% |
| 3M | -1.7% | +23.4% | -25.1% | -2.1% |
| 6M | -4.9% | +45.1% | -50.0% | -5.5% |
| YTD | -2.8% | +8.9% | -11.7% | -2.7% |
| 1Y | -4.2% | -7.9% | +3.7% | -3.7% |
| 3Y | -1.1% | +27.9% | -29.0% | -0.6% |
| 5Y | -33.7% | +108.3% | -142.0% | -32.0% |
| All | -33.7% | +112.6% | -146.3% | -32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling