+63.3%
UL vs HRB
+207.5%
-144.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | -4.1% | -12.2% | +8.1% | -2.5% |
| 30D | -1.2% | -3.0% | +1.8% | -1.1% |
| 3M | +6.0% | +21.7% | -15.7% | +3.0% |
| 6M | -5.5% | +52.3% | -57.8% | -11.2% |
| YTD | -3.3% | +6.5% | -9.8% | -4.8% |
| 1Y | -9.8% | -6.7% | -3.1% | -9.5% |
| 3Y | +20.1% | +25.1% | -5.0% | +14.2% |
| 5Y | +19.2% | +113.8% | -94.6% | +3.1% |
| All | +63.3% | +207.5% | -144.2% | +31.7% |
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 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