+187.3%
VEU vs HRB
+323.5%
-136.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.9% | -0.4% |
| 7D | +0.3% | -10.6% | +10.9% | +3.1% |
| 30D | +0.7% | -0.8% | +1.5% | +0.3% |
| 3M | +4.7% | +19.1% | -14.4% | -1.1% |
| 6M | +11.6% | +48.7% | -37.1% | -1.9% |
| YTD | +16.8% | +7.1% | +9.7% | +11.4% |
| 1Y | +24.9% | -8.3% | +33.2% | +23.9% |
| 3Y | +75.7% | +25.8% | +49.9% | +55.6% |
| 5Y | +56.1% | +111.1% | -55.0% | +14.9% |
| 10Y | +153.6% | +206.6% | -53.0% | +47.5% |
| All | +187.3% | +323.5% | -136.3% | +21.9% |
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