+90.5%
AA vs HRB
+28.7%
+61.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.5% | +10.0% | +3.3% |
| 7D | +1.7% | -9.1% | +10.7% | +1.3% |
| 30D | +3.3% | +0.3% | +3.1% | +3.3% |
| 3M | -29.4% | +23.4% | -52.8% | -29.5% |
| 6M | -12.8% | +45.1% | -57.9% | -13.5% |
| YTD | -2.1% | +8.9% | -11.0% | -0.8% |
| 1Y | +62.8% | -7.9% | +70.7% | +68.0% |
| 3Y | +90.5% | +27.9% | +62.5% | +68.9% |
| All | +90.5% | +28.7% | +61.8% | +68.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling