+91.7%
USB vs HRB
+249.6%
-157.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | +0.8% |
| 7D | 0.0% | +2.7% | -2.7% | -0.8% |
| 30D | +5.8% | +22.1% | -16.2% | -0.5% |
| 3M | -6.0% | +15.7% | -21.7% | -10.9% |
| 6M | +7.8% | +83.3% | -75.6% | -13.2% |
| YTD | +14.6% | +25.0% | -10.4% | +3.9% |
| 1Y | +31.8% | +6.9% | +24.8% | +25.8% |
| 3Y | +91.5% | +39.0% | +52.5% | +62.0% |
| 5Y | +22.0% | +146.4% | -124.4% | -19.4% |
| All | +91.7% | +249.6% | -157.9% | +3.5% |
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