+645.9%
TRGP vs HRB
+109.9%
+536.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -0.6% | -12.2% | +11.6% | +1.3% |
| 30D | +10.0% | -3.0% | +12.9% | +10.1% |
| 3M | +7.6% | +21.7% | -14.1% | +3.5% |
| 6M | +26.8% | +52.3% | -25.5% | +16.4% |
| YTD | +60.6% | +6.5% | +54.1% | +57.7% |
| 1Y | +82.5% | -6.7% | +89.2% | +84.1% |
| 3Y | +265.0% | +25.1% | +239.9% | +230.9% |
| 5Y | +645.9% | +113.8% | +532.1% | +497.8% |
| All | +645.9% | +109.9% | +536.0% | +497.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling