+32.6%
XYZ vs HRB
+8.1%
+24.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.2% | +6.8% | +4.2% |
| 7D | +14.9% | -2.4% | +17.3% | +15.5% |
| 30D | +14.7% | +15.7% | -1.1% | +11.8% |
| 3M | +12.1% | +11.4% | +0.7% | +9.8% |
| 6M | +18.3% | +40.7% | -22.4% | +11.0% |
| YTD | +36.1% | +21.0% | +15.1% | +40.0% |
| All | +32.6% | +8.1% | +24.5% | +40.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling