+163.6%
W vs HRB
+151.2%
+12.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.0% | +6.5% | +3.7% |
| 7D | -4.2% | -5.7% | +1.5% | -2.5% |
| 30D | -7.6% | +7.9% | -15.5% | -10.2% |
| 3M | +37.2% | +32.1% | +5.0% | +24.9% |
| 6M | +26.3% | +62.2% | -35.9% | +6.2% |
| YTD | -1.0% | +16.4% | -17.4% | -7.4% |
| 1Y | +20.1% | -0.3% | +20.4% | +17.1% |
| 3Y | +37.8% | +36.0% | +1.8% | +19.4% |
| 5Y | -63.7% | +125.2% | -188.9% | -72.6% |
| 10Y | +156.3% | +237.7% | -81.3% | +63.7% |
| All | +163.6% | +151.2% | +12.4% | +77.7% |
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