+638.0%
XYZ vs HRB
+246.2%
+391.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.2% | +6.8% | +4.7% |
| 7D | +14.9% | -2.4% | +17.3% | +15.9% |
| 30D | +14.7% | +15.7% | -1.1% | +9.1% |
| 3M | +12.1% | +11.4% | +0.7% | +7.2% |
| 6M | +18.3% | +40.7% | -22.4% | +4.0% |
| YTD | +36.1% | +21.0% | +15.1% | +24.3% |
| 1Y | +35.3% | +7.2% | +28.1% | +28.9% |
| 3Y | +73.5% | +29.2% | +44.3% | +50.9% |
| 5Y | -61.6% | +142.3% | -204.0% | -73.0% |
| 10Y | +638.0% | +253.1% | +384.9% | +338.0% |
| All | +638.0% | +246.2% | +391.8% | +338.0% |
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 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