+8,438.8%
USB vs HRB
+3,357.9%
+5,080.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +0.9% |
| 7D | +1.4% | -5.7% | +7.1% | +3.2% |
| 30D | -1.3% | +7.9% | -9.2% | -4.1% |
| 3M | +15.2% | +32.1% | -16.9% | +5.0% |
| 6M | +18.8% | +62.2% | -43.4% | +0.2% |
| YTD | +21.0% | +16.4% | +4.6% | +12.1% |
| 1Y | +34.0% | -0.3% | +34.3% | +29.7% |
| 3Y | +95.3% | +36.0% | +59.3% | +68.6% |
| 5Y | +40.4% | +125.2% | -84.8% | +0.9% |
| 10Y | +107.3% | +237.7% | -130.3% | +23.3% |
| All | +8,438.8% | +3,357.9% | +5,080.9% | +2,868.0% |
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