+72.3%
AA vs HRB
+24.9%
+47.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | +1.1% | -8.1% | +9.2% | +0.7% |
| 30D | -1.3% | +15.0% | -16.3% | -0.5% |
| 3M | -23.9% | +10.2% | -34.1% | -23.4% |
| 6M | -36.8% | +44.2% | -81.0% | -36.4% |
| YTD | -22.2% | +21.0% | -43.1% | -20.5% |
| 1Y | +10.4% | +12.0% | -1.6% | +13.4% |
| All | +72.3% | +24.9% | +47.4% | +58.3% |
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