-68.3%
U vs HRB
+104.8%
-173.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.1% |
| 7D | +4.4% | -10.6% | +15.0% | +6.8% |
| 30D | -1.3% | -0.8% | -0.5% | -1.5% |
| 3M | +49.6% | +19.1% | +30.5% | +43.2% |
| 6M | +100.2% | +48.7% | +51.5% | +81.6% |
| YTD | -3.7% | +7.1% | -10.8% | -6.5% |
| 1Y | -6.5% | -8.3% | +1.8% | -6.8% |
| 3Y | +12.9% | +25.8% | -12.9% | +2.2% |
| 5Y | -68.3% | +111.1% | -179.4% | -64.1% |
| All | -68.3% | +104.8% | -173.1% | -64.1% |
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