-19.7%
TSN vs HRB
+104.8%
-124.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.9% |
| 7D | -7.3% | -10.6% | +3.3% | -6.3% |
| 30D | -8.6% | -0.8% | -7.8% | -8.9% |
| 3M | -7.5% | +19.1% | -26.6% | -9.7% |
| 6M | -14.1% | +48.7% | -62.8% | -18.4% |
| YTD | -9.4% | +7.1% | -16.5% | -10.6% |
| 1Y | -4.1% | -8.3% | +4.2% | -3.4% |
| 3Y | +10.3% | +25.8% | -15.5% | +5.8% |
| 5Y | -19.7% | +111.1% | -130.8% | -26.9% |
| All | -19.7% | +104.8% | -124.6% | -26.9% |
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