-53.1%
W vs HRB
+141.1%
-194.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -7.4% | -8.1% | +0.7% | -4.9% |
| 30D | +7.8% | +15.0% | -7.2% | +2.9% |
| 3M | +10.9% | +10.2% | +0.7% | +6.2% |
| 6M | +86.4% | +44.2% | +42.2% | +61.5% |
| YTD | +14.0% | +21.0% | -7.0% | +5.2% |
| 1Y | +3.5% | +12.0% | -8.5% | -1.5% |
| 3Y | +164.8% | +24.9% | +139.8% | +125.0% |
| 5Y | -53.1% | +144.6% | -197.7% | -65.0% |
| All | -53.1% | +141.1% | -194.2% | -65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling