+66.5%
AG vs HRB
+207.5%
-141.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -4.8% |
| 7D | -5.8% | -12.2% | +6.4% | -4.8% |
| 30D | +6.4% | -3.0% | +9.3% | +6.5% |
| 3M | +28.4% | +21.7% | +6.7% | +25.9% |
| 6M | -24.5% | +52.3% | -76.8% | -27.9% |
| YTD | +21.2% | +6.5% | +14.7% | +19.9% |
| 1Y | +114.1% | -6.7% | +120.8% | +114.5% |
| 3Y | +268.0% | +25.1% | +242.9% | +252.4% |
| 5Y | +67.3% | +113.8% | -46.4% | +49.6% |
| All | +66.5% | +207.5% | -141.0% | +48.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling