+22.7%
USB vs HRB
+162.1%
-139.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -2.0% |
| 7D | -1.5% | +10.7% | -12.2% | -3.2% |
| 30D | +4.3% | +29.0% | -24.7% | -0.4% |
| 3M | -6.1% | +21.0% | -27.1% | -9.6% |
| 6M | +9.4% | +86.9% | -77.5% | -4.1% |
| YTD | +15.2% | +30.5% | -15.4% | +9.2% |
| 1Y | +32.8% | +13.6% | +19.2% | +30.1% |
| 3Y | +91.3% | +42.0% | +49.3% | +73.1% |
| 5Y | +22.7% | +157.2% | -134.6% | -1.6% |
| All | +22.7% | +162.1% | -139.5% | -1.6% |
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 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