+44.1%
AA vs HRB
+226.2%
-182.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | +5.3% | -7.8% | +13.1% | +7.5% |
| 30D | -2.3% | +15.7% | -18.0% | -6.7% |
| 3M | -20.8% | -5.5% | -15.3% | -20.2% |
| 6M | -39.8% | +41.1% | -81.0% | -47.4% |
| YTD | -23.3% | +20.4% | -43.7% | -30.6% |
| 1Y | +1.8% | +15.2% | -13.4% | -6.5% |
| 3Y | +69.5% | +24.3% | +45.2% | +44.7% |
| 5Y | -18.0% | +144.7% | -162.7% | -48.9% |
| All | +44.1% | +226.2% | -182.1% | -25.1% |
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