-22.7%
U vs HRB
+313.2%
-336.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.4% | +6.7% | +5.5% |
| 7D | +2.6% | -5.1% | +7.6% | +3.5% |
| 30D | +27.6% | +8.7% | +18.9% | +25.4% |
| 3M | +15.3% | -5.4% | +20.7% | +16.0% |
| 6M | +96.4% | +41.6% | +54.8% | +82.7% |
| YTD | +19.6% | +18.7% | +0.9% | +13.8% |
| 1Y | +42.1% | +16.4% | +25.7% | +35.5% |
| 3Y | +87.5% | +22.0% | +65.6% | +74.1% |
| 5Y | -73.1% | +141.2% | -214.4% | -72.7% |
| All | -22.7% | +313.2% | -336.0% | -20.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling