+4,605.7%
ADSK vs HRB
+3,063.3%
+1,542.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.6% |
| 7D | -10.9% | -12.2% | +1.3% | -7.1% |
| 30D | -15.9% | -3.0% | -12.9% | -15.5% |
| 3M | -4.4% | +21.7% | -26.1% | -10.5% |
| 6M | -16.6% | +52.3% | -69.0% | -28.0% |
| YTD | -28.5% | +6.5% | -35.0% | -31.1% |
| 1Y | -34.6% | -6.7% | -28.0% | -34.7% |
| 3Y | -3.5% | +25.1% | -28.6% | -14.1% |
| 5Y | -25.6% | +113.8% | -139.4% | -45.6% |
| 10Y | +216.6% | +204.8% | +11.8% | +88.9% |
| All | +4,605.7% | +3,063.3% | +1,542.4% | +811.8% |
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