+533.2%
XYZ vs HRB
+103.0%
+430.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | +0.5% |
| 7D | -1.0% | -5.7% | +4.7% | +0.8% |
| 30D | -1.7% | +7.9% | -9.6% | -4.6% |
| 3M | +16.7% | +32.1% | -15.4% | +5.8% |
| 6M | +26.9% | +62.2% | -35.4% | +6.0% |
| YTD | +27.1% | +16.4% | +10.7% | +18.4% |
| 1Y | +9.3% | -0.3% | +9.5% | +6.8% |
| 3Y | +42.3% | +36.0% | +6.2% | +22.7% |
| 5Y | -69.3% | +125.2% | -194.5% | -77.3% |
| 10Y | +586.8% | +237.7% | +349.1% | +326.5% |
| All | +533.2% | +103.0% | +430.2% | +328.6% |
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 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