-62.1%
W vs HRB
+112.6%
-174.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.5% | +7.0% | +2.7% |
| 7D | +6.5% | -9.1% | +15.5% | +9.7% |
| 30D | -6.2% | +0.3% | -6.5% | -7.2% |
| 3M | +48.9% | +23.4% | +25.5% | +36.6% |
| 6M | +31.2% | +45.1% | -13.9% | +11.7% |
| YTD | -0.4% | +8.9% | -9.3% | -4.7% |
| 1Y | +14.8% | -7.9% | +22.7% | +16.7% |
| 3Y | +40.5% | +27.9% | +12.6% | +16.3% |
| 5Y | -62.1% | +108.3% | -170.5% | -70.6% |
| All | -62.1% | +112.6% | -174.7% | -70.6% |
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