+8,026.5%
USB vs HRB
+3,777.3%
+4,249.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.9% |
| 7D | -1.5% | +10.7% | -12.2% | -4.4% |
| 30D | +4.3% | +29.0% | -24.7% | -3.4% |
| 3M | -6.1% | +21.0% | -27.1% | -12.0% |
| 6M | +9.4% | +86.9% | -77.5% | -11.5% |
| YTD | +15.2% | +30.5% | -15.4% | +2.9% |
| 1Y | +32.8% | +13.6% | +19.2% | +23.5% |
| 3Y | +91.3% | +42.0% | +49.3% | +62.7% |
| 5Y | +22.7% | +157.2% | -134.6% | -15.4% |
| 10Y | +97.0% | +270.0% | -173.0% | +13.8% |
| All | +8,026.5% | +3,777.3% | +4,249.3% | +2,622.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling