+20.9%
UL vs HRB
+111.1%
-90.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | 0.0% | -1.5% |
| 7D | -3.2% | -10.6% | +7.4% | -2.2% |
| 30D | -0.6% | -0.8% | +0.2% | -0.7% |
| 3M | +9.4% | +19.1% | -9.6% | +7.4% |
| 6M | -4.1% | +48.7% | -52.8% | -8.0% |
| YTD | -2.0% | +7.1% | -9.1% | -2.2% |
| 1Y | -9.0% | -8.3% | -0.6% | -7.4% |
| 3Y | +21.8% | +25.8% | -4.0% | +17.9% |
| All | +20.9% | +111.1% | -90.2% | +8.8% |
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 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