+125.1%
TLT vs HRB
+378.7%
-253.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.5% |
| 7D | -3.1% | -5.1% | +2.0% | -3.4% |
| 30D | +1.0% | +8.7% | -7.6% | +1.6% |
| 3M | -2.7% | -5.4% | +2.7% | -3.0% |
| 6M | -4.1% | +41.6% | -45.7% | -1.6% |
| YTD | -5.4% | +18.7% | -24.0% | -3.7% |
| 1Y | -7.0% | +16.4% | -23.5% | -5.5% |
| 3Y | +2.8% | +22.0% | -19.1% | +5.5% |
| 5Y | -35.4% | +141.2% | -176.6% | -29.3% |
| 10Y | -13.1% | +223.1% | -236.3% | +1.1% |
| All | +125.1% | +378.7% | -253.6% | +194.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling