+11,868.9%
VRTX vs HRB
+1,950.7%
+9,918.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.4% |
| 7D | -1.6% | -5.1% | +3.5% | -0.3% |
| 30D | +8.0% | +8.7% | -0.6% | +5.7% |
| 3M | +4.3% | -5.4% | +9.7% | +5.3% |
| 6M | +18.9% | +41.6% | -22.7% | +7.7% |
| YTD | +18.8% | +18.7% | +0.1% | +10.6% |
| 1Y | +24.0% | +16.4% | +7.5% | +15.9% |
| 3Y | +42.1% | +22.0% | +20.2% | +28.7% |
| 5Y | +187.6% | +141.2% | +46.4% | +111.5% |
| 10Y | +485.4% | +223.1% | +262.3% | +258.1% |
| All | +11,868.9% | +1,950.7% | +9,918.1% | +3,479.5% |
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