+13.6%
TPR vs HRB
-5.9%
+19.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.5% | +2.7% | -4.8% |
| 7D | -3.4% | -9.1% | +5.7% | -4.9% |
| 30D | -27.3% | +0.3% | -27.6% | -26.7% |
| 3M | -16.2% | +23.4% | -39.6% | -11.6% |
| 6M | -17.9% | +45.1% | -63.0% | -6.5% |
| YTD | -7.1% | +8.9% | -16.0% | +3.8% |
| 1Y | +13.6% | -7.9% | +21.5% | +22.0% |
| All | +13.6% | -5.9% | +19.5% | +22.0% |
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 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