+9.2%
Z vs HRB
+153.3%
-144.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -0.8% | -9.8% | -10.4% |
| 7D | -2.3% | +10.7% | -13.0% | -5.1% |
| 30D | +9.4% | +29.0% | -19.7% | +1.7% |
| 3M | -16.1% | +21.0% | -37.1% | -20.9% |
| 6M | -30.4% | +86.9% | -117.4% | -42.8% |
| YTD | -55.6% | +30.5% | -86.1% | -59.5% |
| 1Y | -58.5% | +13.6% | -72.1% | -60.7% |
| 3Y | -19.6% | +42.0% | -61.7% | -29.2% |
| 5Y | -54.1% | +157.2% | -211.4% | -65.9% |
| 10Y | -12.1% | +270.0% | -282.1% | -45.5% |
| All | +9.2% | +153.3% | -144.1% | -30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling