-60.0%
Z vs HRB
+11.7%
-71.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.1% |
| 7D | -4.9% | -7.8% | +2.9% | -2.1% |
| 30D | +3.0% | +15.7% | -12.8% | -1.7% |
| 3M | -13.4% | -5.5% | -7.9% | -12.5% |
| 6M | -27.3% | +41.1% | -68.5% | -35.2% |
| YTD | -57.8% | +20.4% | -78.1% | -55.7% |
| 1Y | -60.0% | +15.2% | -75.3% | -57.0% |
| All | -60.0% | +11.7% | -71.7% | -57.0% |
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