+218.7%
TRU vs HRB
+125.6%
+93.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.4% | +0.8% |
| 7D | -2.7% | -8.0% | +5.3% | -0.3% |
| 30D | -2.0% | -16.0% | +13.9% | +3.2% |
| 3M | +18.4% | +26.9% | -8.4% | +9.7% |
| 6M | +8.9% | +51.1% | -42.3% | -5.0% |
| YTD | -8.9% | +7.1% | -16.0% | -12.2% |
| 1Y | -15.9% | -9.6% | -6.3% | -15.0% |
| 3Y | -1.1% | +25.4% | -26.5% | -10.8% |
| 5Y | -35.2% | +114.9% | -150.1% | -50.8% |
| 10Y | +145.3% | +206.4% | -61.2% | +58.7% |
| All | +218.7% | +125.6% | +93.0% | +118.0% |
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