-24.5%
ADSK vs HRB
+114.1%
-138.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.2% |
| 7D | -2.5% | -8.0% | +5.5% | -0.3% |
| 30D | -14.9% | -16.0% | +1.1% | -10.7% |
| 3M | +3.3% | +26.9% | -23.5% | -3.4% |
| 6M | -15.7% | +51.1% | -66.8% | -24.9% |
| YTD | -28.2% | +7.1% | -35.3% | -30.8% |
| 1Y | -34.5% | -9.6% | -24.9% | -34.4% |
| 3Y | -2.9% | +25.4% | -28.3% | -13.5% |
| All | -24.5% | +114.1% | -138.5% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling