+484.7%
VYM vs HRB
+289.2%
+195.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.4% |
| 7D | -1.9% | -12.2% | +10.3% | +1.3% |
| 30D | -2.6% | -3.0% | +0.4% | -2.4% |
| 3M | +3.6% | +21.7% | -18.1% | -2.5% |
| 6M | +8.7% | +52.3% | -43.6% | -4.8% |
| YTD | +14.1% | +6.5% | +7.6% | +9.3% |
| 1Y | +17.8% | -6.7% | +24.5% | +16.6% |
| 3Y | +64.5% | +25.1% | +39.4% | +46.8% |
| 5Y | +77.5% | +113.8% | -36.2% | +32.1% |
| 10Y | +206.1% | +204.8% | +1.3% | +86.7% |
| All | +484.7% | +289.2% | +195.5% | +176.1% |
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