+16.9%
TPR vs HRB
+1.1%
+15.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | -1.1% |
| 7D | -2.7% | -5.7% | +3.0% | -3.7% |
| 30D | -23.3% | +7.9% | -31.2% | -21.6% |
| 3M | -12.8% | +32.1% | -44.9% | -6.9% |
| 6M | -21.7% | +62.2% | -84.0% | -9.7% |
| YTD | -3.9% | +16.4% | -20.3% | +8.7% |
| 1Y | +16.9% | -0.3% | +17.2% | +27.3% |
| All | +16.9% | +1.1% | +15.8% | +27.3% |
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