+35.9%
UL vs HRB
+22.6%
+13.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.2% |
| 7D | +1.1% | -5.1% | +6.2% | +1.5% |
| 30D | +4.5% | +8.7% | -4.2% | +3.9% |
| 3M | +6.5% | -5.4% | +11.9% | +6.8% |
| 6M | +18.2% | +41.6% | -23.4% | +15.5% |
| YTD | +4.7% | +18.7% | -14.0% | +5.4% |
| 1Y | +0.8% | +16.4% | -15.7% | +1.6% |
| 3Y | +35.9% | +22.0% | +13.9% | +37.8% |
| All | +35.9% | +22.6% | +13.3% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling