-1.1%
TRU vs HRB
+25.9%
-27.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.4% | +0.8% |
| 7D | -2.7% | -8.0% | +5.3% | -0.1% |
| 30D | -2.0% | -16.0% | +13.9% | +3.5% |
| 3M | +18.4% | +26.9% | -8.4% | +9.1% |
| 6M | +8.9% | +51.1% | -42.3% | -5.5% |
| YTD | -8.9% | +7.1% | -16.0% | -12.2% |
| 1Y | -15.9% | -9.6% | -6.3% | -15.2% |
| 3Y | -1.1% | +25.4% | -26.5% | -18.8% |
| All | -1.1% | +25.9% | -27.0% | -18.8% |
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 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