+2,762.7%
UL vs HRB
+3,424.8%
-662.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.3% |
| 7D | +1.1% | -5.1% | +6.2% | +2.0% |
| 30D | +4.5% | +8.7% | -4.2% | +3.0% |
| 3M | +6.5% | -5.4% | +11.9% | +7.2% |
| 6M | +18.2% | +41.6% | -23.4% | +10.9% |
| YTD | +4.7% | +18.7% | -14.0% | +0.1% |
| 1Y | +0.8% | +16.4% | -15.7% | -3.4% |
| 3Y | +35.9% | +22.0% | +13.9% | +27.7% |
| 5Y | +33.4% | +141.2% | -107.8% | +9.5% |
| 10Y | +106.9% | +223.1% | -116.2% | +52.1% |
| All | +2,762.7% | +3,424.8% | -662.1% | +1,020.6% |
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