+505.0%
TRI vs HRB
+335.1%
+170.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | -14.4% | -12.2% | -2.2% | -11.6% |
| 30D | -8.1% | -3.0% | -5.2% | -7.8% |
| 3M | +17.5% | +21.7% | -4.2% | +12.2% |
| 6M | -5.0% | +52.3% | -57.3% | -14.2% |
| YTD | -24.7% | +6.5% | -31.2% | -26.3% |
| 1Y | -41.5% | -6.7% | -34.8% | -41.2% |
| 3Y | -20.3% | +25.1% | -45.5% | -26.1% |
| 5Y | -10.9% | +113.8% | -124.7% | -28.5% |
| 10Y | +190.6% | +204.8% | -14.2% | +95.7% |
| All | +505.0% | +335.1% | +170.0% | +215.2% |
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