+117.0%
AA vs HRB
+209.1%
-92.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | -3.4% | -8.0% | +4.6% | -1.2% |
| 30D | -5.8% | -16.0% | +10.2% | -1.3% |
| 3M | -29.9% | +26.9% | -56.8% | -36.2% |
| 6M | -27.0% | +51.1% | -78.1% | -38.5% |
| YTD | -8.7% | +7.1% | -15.8% | -14.0% |
| 1Y | +50.6% | -9.6% | +60.3% | +49.9% |
| 3Y | +74.1% | +25.4% | +48.7% | +46.9% |
| 5Y | +2.6% | +114.9% | -112.3% | -32.7% |
| All | +117.0% | +209.1% | -92.2% | +18.5% |
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 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