+6,467.5%
ABT vs HRB
+3,134.5%
+3,333.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.5% | +3.9% | -1.4% |
| 7D | -3.1% | -9.1% | +5.9% | -1.4% |
| 30D | -2.1% | +0.3% | -2.4% | -2.5% |
| 3M | +17.4% | +23.4% | -6.0% | +12.4% |
| 6M | -2.4% | +45.1% | -47.5% | -10.1% |
| YTD | -14.2% | +8.9% | -23.1% | -16.9% |
| 1Y | -18.3% | -7.9% | -10.4% | -18.4% |
| 3Y | +11.5% | +27.9% | -16.4% | +3.1% |
| 5Y | -9.9% | +108.3% | -118.2% | -25.5% |
| 10Y | +204.4% | +208.4% | -4.1% | +118.3% |
| All | +6,467.5% | +3,134.5% | +3,333.1% | +1,834.7% |
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