+895.4%
TSN vs HRB
+3,357.9%
-2,462.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | +0.1% |
| 7D | -6.3% | -5.7% | -0.7% | -5.3% |
| 30D | -10.8% | +7.9% | -18.7% | -12.5% |
| 3M | -8.8% | +32.1% | -40.9% | -14.1% |
| 6M | -16.8% | +62.2% | -79.1% | -25.5% |
| YTD | -10.0% | +16.4% | -26.4% | -14.2% |
| 1Y | -5.3% | -0.3% | -5.0% | -7.1% |
| 3Y | +8.5% | +36.0% | -27.5% | -1.4% |
| 5Y | -22.9% | +125.2% | -148.1% | -38.2% |
| 10Y | -12.6% | +237.7% | -250.3% | -39.2% |
| All | +895.4% | +3,357.9% | -2,462.5% | +292.5% |
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 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