-2.9%
ADSK vs HRB
+25.9%
-28.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.2% |
| 7D | -2.5% | -8.0% | +5.5% | -0.4% |
| 30D | -14.9% | -16.0% | +1.1% | -10.9% |
| 3M | +3.3% | +26.9% | -23.5% | -2.9% |
| 6M | -15.7% | +51.1% | -66.8% | -24.0% |
| YTD | -28.2% | +7.1% | -35.3% | -31.4% |
| 1Y | -34.5% | -9.6% | -24.9% | -35.6% |
| 3Y | -2.9% | +25.4% | -28.3% | -16.1% |
| All | -2.9% | +25.9% | -28.8% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling