-58.7%
Z vs HRB
+1.1%
-59.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +1.9% | -1.0% |
| 7D | -3.0% | -5.7% | +2.7% | -1.4% |
| 30D | -4.2% | +7.9% | -12.1% | -6.8% |
| 3M | -3.7% | +32.1% | -35.8% | -12.2% |
| 6M | -24.5% | +62.2% | -86.8% | -35.6% |
| YTD | -49.3% | +16.4% | -65.7% | -48.2% |
| 1Y | -58.7% | -0.3% | -58.4% | -55.6% |
| All | -58.7% | +1.1% | -59.7% | -55.6% |
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 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