-16.0%
VSAT vs HRB
+221.6%
-237.6%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.4% | -3.5% | -4.6% |
| 7D | +5.9% | -5.1% | +11.0% | +7.3% |
| 30D | +9.7% | +8.7% | +1.0% | +6.2% |
| 3M | -18.3% | -5.4% | -12.9% | -18.2% |
| 6M | -4.1% | +41.6% | -45.6% | -16.3% |
| YTD | +96.5% | +18.7% | +77.9% | +78.9% |
| 1Y | +89.3% | +16.4% | +72.8% | +73.0% |
| 3Y | +270.1% | +22.0% | +248.1% | +224.2% |
| 5Y | +26.4% | +141.2% | -114.9% | -18.0% |
| All | -16.0% | +221.6% | -237.6% | -55.3% |
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