-0.9%
Z vs HRB
+236.9%
-237.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +1.9% | -0.9% |
| 7D | -3.0% | -5.7% | +2.7% | -1.3% |
| 30D | -4.2% | +7.9% | -12.1% | -6.9% |
| 3M | -3.7% | +32.1% | -35.8% | -12.1% |
| 6M | -24.5% | +62.2% | -86.8% | -36.2% |
| YTD | -49.3% | +16.4% | -65.7% | -52.4% |
| 1Y | -58.7% | -0.3% | -58.4% | -59.4% |
| 3Y | -34.1% | +36.0% | -70.2% | -41.8% |
| 5Y | -64.5% | +125.2% | -189.7% | -73.3% |
| All | -0.9% | +236.9% | -237.8% | -38.6% |
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 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