+6,695.8%
ABT vs HRB
+3,424.8%
+3,271.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.5% |
| 7D | -1.3% | -5.1% | +3.8% | -0.3% |
| 30D | +6.0% | +8.7% | -2.6% | +4.4% |
| 3M | -1.9% | -5.4% | +3.5% | -1.1% |
| 6M | +31.2% | +41.6% | -10.4% | +22.1% |
| YTD | -11.2% | +18.7% | -29.9% | -15.5% |
| 1Y | -14.0% | +16.4% | -30.4% | -17.9% |
| 3Y | +20.7% | +22.0% | -1.3% | +12.7% |
| 5Y | -6.7% | +141.2% | -147.9% | -25.0% |
| 10Y | +226.3% | +223.1% | +3.2% | +132.0% |
| All | +6,695.8% | +3,424.8% | +3,271.0% | +1,867.0% |
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