+28.5%
USFR vs HRB
+169.8%
-141.3%
-2.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | +0.1% | -5.1% | +5.1% | +0.1% |
| 30D | +0.4% | +8.7% | -8.3% | +0.3% |
| 3M | +1.1% | -5.4% | +6.4% | +1.1% |
| 6M | +2.0% | +41.6% | -39.5% | +2.0% |
| YTD | +3.5% | +18.7% | -15.2% | +3.4% |
| 1Y | +4.1% | +16.4% | -12.4% | +4.1% |
| 3Y | +14.4% | +22.0% | -7.6% | +14.3% |
| 5Y | +21.4% | +141.2% | -119.8% | +21.2% |
| 10Y | +28.6% | +223.1% | -194.6% | +28.0% |
| All | +28.5% | +169.8% | -141.3% | +28.1% |
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