+28.1%
USFR vs HRB
+209.1%
-181.0%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | +0.1% |
| 7D | +0.1% | -8.0% | +8.2% | +0.1% |
| 30D | +0.4% | -16.0% | +16.3% | +0.4% |
| 3M | +1.0% | +26.9% | -25.8% | +1.0% |
| 6M | +2.0% | +51.1% | -49.1% | +2.0% |
| YTD | +2.8% | +7.1% | -4.3% | +2.7% |
| 1Y | +4.1% | -9.6% | +13.7% | +4.1% |
| 3Y | +14.1% | +25.4% | -11.3% | +14.1% |
| 5Y | +20.6% | +114.9% | -94.3% | +20.5% |
| All | +28.1% | +209.1% | -181.0% | +27.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling