+84.9%
USB vs HRB
+252.0%
-167.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.4% | -4.0% | +5.5% | +2.6% |
| 30D | +6.4% | +15.8% | -9.3% | +1.6% |
| 3M | -4.5% | +12.0% | -16.5% | -8.6% |
| 6M | +11.4% | +40.7% | -29.4% | -1.5% |
| YTD | +17.1% | +21.0% | -3.9% | +7.1% |
| 1Y | +32.6% | +11.7% | +20.9% | +24.5% |
| 3Y | +101.8% | +25.0% | +76.9% | +77.1% |
| 5Y | +25.1% | +141.0% | -115.9% | -17.1% |
| 10Y | +84.9% | +241.3% | -156.4% | -0.1% |
| All | +84.9% | +252.0% | -167.1% | -0.1% |
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 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