-92.0%
UUUU vs HRB
+337.7%
-429.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | -0.1% |
| 7D | +1.8% | -10.6% | +12.4% | +4.3% |
| 30D | +1.8% | -0.8% | +2.6% | +1.4% |
| 3M | +1.3% | +19.1% | -17.8% | -4.0% |
| 6M | -26.8% | +48.7% | -75.5% | -35.4% |
| YTD | +0.1% | +7.1% | -7.0% | -4.8% |
| 1Y | +11.2% | -8.3% | +19.6% | +9.6% |
| 3Y | +97.7% | +25.8% | +71.8% | +74.5% |
| 5Y | +127.3% | +111.1% | +16.3% | +71.6% |
| 10Y | +532.6% | +206.6% | +326.0% | +309.2% |
| All | -92.0% | +337.7% | -429.6% | -94.9% |
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