-16.1%
Z vs HRB
+249.6%
-265.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.2% | +1.8% | -1.1% |
| 7D | -4.6% | +2.7% | -7.2% | -5.2% |
| 30D | +8.3% | +22.1% | -13.8% | +2.1% |
| 3M | -11.6% | +15.7% | -27.3% | -15.8% |
| 6M | -33.6% | +83.3% | -117.0% | -45.7% |
| YTD | -56.7% | +25.0% | -81.7% | -60.1% |
| 1Y | -59.1% | +6.9% | -66.1% | -60.6% |
| 3Y | -20.4% | +39.0% | -59.4% | -30.0% |
| 5Y | -55.3% | +146.4% | -201.7% | -66.9% |
| All | -16.1% | +249.6% | -265.7% | -49.1% |
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