-17.4%
ZBH vs HRB
+209.1%
-226.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | -4.7% | -8.0% | +3.4% | -2.9% |
| 30D | -4.5% | -16.0% | +11.5% | -0.8% |
| 3M | +7.6% | +26.9% | -19.3% | +1.5% |
| 6M | +0.3% | +51.1% | -50.8% | -9.8% |
| YTD | +4.5% | +7.1% | -2.5% | +1.5% |
| 1Y | -9.4% | -9.6% | +0.2% | -8.6% |
| 3Y | -21.5% | +25.4% | -46.9% | -28.3% |
| 5Y | -28.4% | +114.9% | -143.3% | -44.8% |
| All | -17.4% | +209.1% | -226.5% | -45.0% |
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 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