+604.5%
XYZ vs HRB
+205.6%
+398.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.3% |
| 7D | -3.7% | -10.6% | +6.9% | -0.2% |
| 30D | +0.5% | -0.8% | +1.4% | +0.1% |
| 3M | +16.3% | +19.1% | -2.8% | +8.4% |
| 6M | +21.1% | +48.7% | -27.6% | +3.1% |
| YTD | +22.0% | +7.1% | +14.9% | +16.2% |
| 1Y | +5.2% | -8.3% | +13.5% | +5.5% |
| 3Y | +49.6% | +25.8% | +23.7% | +30.9% |
| 5Y | -68.4% | +111.1% | -179.5% | -76.7% |
| 10Y | +604.5% | +206.6% | +397.9% | +331.1% |
| All | +604.5% | +205.6% | +398.9% | +331.1% |
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 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