+197.1%
ABT vs HRB
+209.1%
-12.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.4% |
| 7D | -5.9% | -8.0% | +2.1% | -4.6% |
| 30D | -8.1% | -16.0% | +7.9% | -5.5% |
| 3M | +14.5% | +26.9% | -12.3% | +9.9% |
| 6M | -6.3% | +51.1% | -57.4% | -13.0% |
| YTD | -17.1% | +7.1% | -24.2% | -18.8% |
| 1Y | -21.4% | -9.6% | -11.8% | -20.9% |
| 3Y | +5.9% | +25.4% | -19.5% | -0.4% |
| 5Y | -12.8% | +114.9% | -127.7% | -26.3% |
| All | +197.1% | +209.1% | -12.0% | +124.1% |
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