+7,716.4%
TPR vs HRB
+1,169.0%
+6,547.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +1.5% |
| 7D | -2.3% | -5.7% | +3.4% | -0.2% |
| 30D | -23.0% | +7.9% | -30.9% | -25.9% |
| 3M | -12.5% | +32.1% | -44.6% | -22.7% |
| 6M | -21.4% | +62.2% | -83.7% | -38.4% |
| YTD | -3.5% | +16.4% | -19.9% | -14.2% |
| 1Y | +17.4% | -0.3% | +17.6% | +10.5% |
| 3Y | +291.3% | +36.0% | +255.2% | +210.7% |
| 5Y | +241.9% | +125.2% | +116.7% | +109.5% |
| 10Y | +322.7% | +237.7% | +85.0% | +100.3% |
| All | +7,716.4% | +1,169.0% | +6,547.4% | +1,618.4% |
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