-35.7%
U vs HRB
+272.8%
-308.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.5% | +4.0% | +4.4% |
| 7D | +5.5% | -8.0% | +13.6% | +7.1% |
| 30D | -1.3% | -16.0% | +14.7% | +1.8% |
| 3M | +64.6% | +26.9% | +37.7% | +56.8% |
| 6M | +119.4% | +51.1% | +68.2% | +101.4% |
| YTD | -0.5% | +7.1% | -7.5% | -3.1% |
| 1Y | +1.3% | -9.6% | +10.9% | +0.9% |
| 3Y | +15.6% | +25.4% | -9.8% | +7.4% |
| 5Y | -67.5% | +114.9% | -182.4% | -66.2% |
| All | -35.7% | +272.8% | -308.5% | -32.3% |
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