+18,807.2%
AFL vs HRB
+3,134.5%
+15,672.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.5% | +4.7% | +0.2% |
| 7D | -0.7% | -9.1% | +8.3% | +2.1% |
| 30D | -7.1% | +0.3% | -7.4% | -7.9% |
| 3M | +0.4% | +23.4% | -23.0% | -6.8% |
| 6M | +4.5% | +45.1% | -40.6% | -9.0% |
| YTD | +6.1% | +8.9% | -2.8% | 0.0% |
| 1Y | +10.6% | -7.9% | +18.5% | +9.5% |
| 3Y | +64.0% | +27.9% | +36.1% | +43.5% |
| 5Y | +133.7% | +108.3% | +25.4% | +69.7% |
| 10Y | +298.0% | +208.4% | +89.6% | +135.9% |
| All | +18,807.2% | +3,134.5% | +15,672.8% | +4,811.7% |
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