+12.4%
AA vs HRB
+104.8%
-92.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.3% | -1.8% |
| 7D | -0.6% | -10.6% | +10.0% | +0.5% |
| 30D | -1.6% | -0.8% | -0.7% | -1.9% |
| 3M | -29.8% | +19.1% | -48.9% | -32.1% |
| 6M | -16.6% | +48.7% | -65.3% | -23.1% |
| YTD | -4.0% | +7.1% | -11.1% | -5.3% |
| 1Y | +63.5% | -8.3% | +71.8% | +66.8% |
| 3Y | +86.8% | +25.8% | +60.9% | +66.7% |
| 5Y | +12.4% | +111.1% | -98.7% | -10.9% |
| All | +12.4% | +104.8% | -92.5% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling