+554.0%
XYZ vs HRB
+118.0%
+436.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.2% | +5.9% | +3.0% |
| 7D | +12.1% | +2.7% | +9.5% | +11.3% |
| 30D | +12.4% | +22.1% | -9.7% | +5.5% |
| 3M | +8.2% | +15.7% | -7.5% | +2.5% |
| 6M | +20.7% | +83.3% | -62.7% | -2.9% |
| YTD | +31.3% | +25.0% | +6.3% | +19.4% |
| 1Y | +20.5% | +6.9% | +13.6% | +15.3% |
| 3Y | +72.6% | +39.0% | +33.6% | +47.9% |
| 5Y | -64.0% | +146.4% | -210.4% | -74.1% |
| 10Y | +601.8% | +254.4% | +347.4% | +326.3% |
| All | +554.0% | +118.0% | +436.0% | +332.2% |
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