+19.4%
TSN vs HRB
+16.9%
+2.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.4% | +1.0% | +5.2% |
| 7D | +8.4% | +16.0% | -7.6% | +7.8% |
| 30D | +16.1% | +32.1% | -16.0% | +15.1% |
| 3M | +3.2% | +21.5% | -18.4% | +2.3% |
| 6M | -11.1% | +82.1% | -93.2% | -12.3% |
| YTD | +5.1% | +31.6% | -26.5% | -1.1% |
| 1Y | +19.4% | +15.9% | +3.5% | +7.0% |
| All | +19.4% | +16.9% | +2.5% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling