+384.8%
V vs HRB
+205.6%
+179.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | 0.0% |
| 7D | -2.9% | -10.6% | +7.7% | -0.4% |
| 30D | +1.9% | -0.8% | +2.7% | +1.5% |
| 3M | +13.2% | +19.1% | -5.8% | +7.7% |
| 6M | +16.7% | +48.7% | -32.0% | +4.3% |
| YTD | +5.4% | +7.1% | -1.7% | +1.8% |
| 1Y | +7.7% | -8.3% | +16.0% | +8.1% |
| 3Y | +52.0% | +25.8% | +26.2% | +37.5% |
| 5Y | +67.7% | +111.1% | -43.4% | +28.0% |
| 10Y | +384.8% | +206.6% | +178.2% | +214.6% |
| All | +384.8% | +205.6% | +179.2% | +214.6% |
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