+22.0%
USB vs HRB
+145.8%
-123.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | +0.2% |
| 7D | 0.0% | +2.7% | -2.7% | -0.5% |
| 30D | +5.8% | +22.1% | -16.2% | +2.1% |
| 3M | -6.0% | +15.7% | -21.7% | -8.8% |
| 6M | +7.8% | +83.3% | -75.6% | -5.3% |
| YTD | +14.6% | +25.0% | -10.4% | +9.5% |
| 1Y | +31.8% | +6.9% | +24.8% | +30.6% |
| 3Y | +91.5% | +39.0% | +52.5% | +73.5% |
| All | +22.0% | +145.8% | -123.8% | -3.2% |
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