+67.6%
UBER vs HRB
+150.7%
-83.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.2% |
| 7D | +1.6% | -5.1% | +6.7% | +3.0% |
| 30D | +0.6% | +8.7% | -8.1% | -1.8% |
| 3M | -8.2% | -5.4% | -2.8% | -7.1% |
| 6M | -6.7% | +41.6% | -48.3% | -16.4% |
| YTD | -14.7% | +18.7% | -33.4% | -20.4% |
| 1Y | -24.1% | +16.4% | -40.5% | -28.8% |
| 3Y | +33.4% | +22.0% | +11.4% | +18.7% |
| 5Y | +54.5% | +141.2% | -86.8% | +3.6% |
| All | +67.6% | +150.7% | -83.1% | +9.6% |
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