+291.9%
AA vs HRB
+3,357.9%
-3,066.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +1.9% | -0.8% |
| 7D | -0.7% | -5.7% | +5.0% | +1.2% |
| 30D | +5.0% | +7.9% | -2.9% | +1.3% |
| 3M | -35.8% | +32.1% | -68.0% | -42.8% |
| 6M | -18.4% | +62.2% | -80.6% | -33.6% |
| YTD | -5.5% | +16.4% | -21.9% | -14.5% |
| 1Y | +61.0% | -0.3% | +61.2% | +52.7% |
| 3Y | +66.2% | +36.0% | +30.2% | +37.0% |
| 5Y | +11.4% | +125.2% | -113.8% | -25.7% |
| 10Y | +116.9% | +237.7% | -120.8% | +16.8% |
| All | +291.9% | +3,357.9% | -3,066.0% | -4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling