+269.3%
ZBH vs HRB
+514.6%
-245.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -6.5% | +2.5% | -2.4% |
| 7D | -5.2% | -9.1% | +3.8% | -3.1% |
| 30D | -2.4% | +0.3% | -2.7% | -2.9% |
| 3M | +8.3% | +23.4% | -15.1% | +2.5% |
| 6M | +0.7% | +45.1% | -44.5% | -9.2% |
| YTD | +5.3% | +8.9% | -3.5% | +1.2% |
| 1Y | -9.1% | -7.9% | -1.2% | -9.2% |
| 3Y | -19.7% | +27.9% | -47.6% | -27.3% |
| 5Y | -31.3% | +108.3% | -139.6% | -46.2% |
| 10Y | -18.9% | +208.4% | -227.4% | -46.4% |
| All | +269.3% | +514.6% | -245.2% | +103.5% |
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