-60.2%
Z vs HRB
+11.2%
-71.4%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -13.1% | -8.1% | -5.0% | -10.4% |
| 30D | +5.9% | +15.0% | -9.2% | +1.2% |
| 3M | -13.7% | +10.2% | -23.9% | -16.8% |
| 6M | -27.1% | +44.2% | -71.4% | -35.6% |
| YTD | -56.8% | +21.0% | -77.8% | -54.7% |
| 1Y | -60.2% | +12.0% | -72.2% | -55.9% |
| All | -60.2% | +11.2% | -71.4% | -55.9% |
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