+387.0%
VNQ vs HRB
+296.4%
+90.6%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.5% |
| 7D | -0.9% | -10.6% | +9.7% | +2.8% |
| 30D | -2.2% | -0.8% | -1.4% | -2.7% |
| 3M | -1.9% | +19.1% | -21.0% | -8.8% |
| 6M | +3.2% | +48.7% | -45.5% | -12.8% |
| YTD | +9.4% | +7.1% | +2.3% | +2.9% |
| 1Y | +7.5% | -8.3% | +15.8% | +6.6% |
| 3Y | +31.1% | +25.8% | +5.2% | +12.2% |
| 5Y | +6.6% | +111.1% | -104.5% | -27.8% |
| 10Y | +63.9% | +206.6% | -142.6% | -16.7% |
| All | +387.0% | +296.4% | +90.6% | +74.5% |
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