-10.4%
TSCO vs HRB
+114.1%
-124.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.1% | -1.6% |
| 7D | -5.7% | -8.0% | +2.4% | -4.5% |
| 30D | -8.8% | -16.0% | +7.2% | -6.5% |
| 3M | +6.3% | +26.9% | -20.5% | +2.6% |
| 6M | -32.3% | +51.1% | -83.4% | -36.5% |
| YTD | -32.7% | +7.1% | -39.8% | -33.1% |
| 1Y | -43.7% | -9.6% | -34.1% | -42.1% |
| 3Y | -19.7% | +25.4% | -45.1% | -23.3% |
| All | -10.4% | +114.1% | -124.5% | -21.5% |
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