+41.2%
USB vs HRB
+126.2%
-85.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +0.5% |
| 7D | +1.4% | -5.7% | +7.1% | +2.5% |
| 30D | -1.3% | +7.9% | -9.2% | -3.0% |
| 3M | +15.2% | +32.1% | -16.9% | +8.7% |
| 6M | +18.8% | +62.2% | -43.4% | +6.8% |
| YTD | +21.0% | +16.4% | +4.6% | +17.2% |
| 1Y | +34.0% | -0.3% | +34.3% | +34.4% |
| 3Y | +95.3% | +36.0% | +59.3% | +77.3% |
| All | +41.2% | +126.2% | -85.1% | +14.2% |
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