-16.0%
Z vs HRB
+252.0%
-268.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.5% |
| 7D | -6.5% | -4.0% | -2.4% | -5.2% |
| 30D | -0.1% | +15.8% | -15.9% | -4.4% |
| 3M | -14.1% | +12.0% | -26.2% | -17.4% |
| 6M | -30.1% | +40.7% | -70.8% | -37.4% |
| YTD | -57.5% | +21.0% | -78.5% | -60.5% |
| 1Y | -60.3% | +11.7% | -72.0% | -62.3% |
| 3Y | -21.0% | +25.0% | -46.0% | -28.3% |
| 5Y | -54.9% | +141.0% | -195.9% | -66.5% |
| 10Y | -16.0% | +241.3% | -257.3% | -49.4% |
| All | -16.0% | +252.0% | -268.0% | -49.4% |
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