-39.0%
U vs HRB
+305.4%
-344.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | -0.3% |
| 7D | -3.8% | -5.7% | +1.9% | -2.8% |
| 30D | +17.5% | +7.9% | +9.5% | +15.6% |
| 3M | +38.7% | +32.1% | +6.6% | +31.3% |
| 6M | +104.4% | +62.2% | +42.2% | +85.2% |
| YTD | -5.7% | +16.4% | -22.1% | -9.5% |
| 1Y | +3.7% | -0.3% | +4.0% | +1.6% |
| 3Y | +12.3% | +36.0% | -23.7% | +2.9% |
| 5Y | -68.8% | +125.2% | -194.0% | -68.1% |
| All | -39.0% | +305.4% | -344.4% | -36.7% |
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