+2,653.9%
UL vs HRB
+3,357.9%
-704.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +0.6% |
| 7D | -1.3% | -5.7% | +4.3% | -0.4% |
| 30D | +0.5% | +7.9% | -7.4% | -1.1% |
| 3M | +17.6% | +32.1% | -14.5% | +11.9% |
| 6M | -5.4% | +62.2% | -67.6% | -13.7% |
| YTD | +0.7% | +16.4% | -15.7% | -3.3% |
| 1Y | -9.3% | -0.3% | -9.0% | -10.6% |
| 3Y | +24.5% | +36.0% | -11.5% | +14.9% |
| 5Y | +23.2% | +125.2% | -102.0% | +2.4% |
| 10Y | +64.5% | +237.7% | -173.2% | +20.0% |
| All | +2,653.9% | +3,357.9% | -704.0% | +983.1% |
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