+416.5%
TPR vs HRB
+36.2%
+380.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.2% | -1.1% |
| 7D | +14.2% | +2.7% | +11.5% | +14.3% |
| 30D | +17.1% | +22.1% | -5.0% | +17.7% |
| 3M | -17.7% | +15.7% | -33.4% | -17.2% |
| 6M | -10.2% | +83.3% | -93.5% | -7.4% |
| YTD | +4.9% | +25.0% | -20.1% | +12.5% |
| 1Y | +36.1% | +6.9% | +29.2% | +48.8% |
| 3Y | +416.5% | +39.0% | +377.4% | +384.9% |
| All | +416.5% | +36.2% | +380.2% | +384.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling