+56.2%
AG vs HRB
+114.1%
-57.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.5% | -2.9% |
| 7D | -6.7% | -8.0% | +1.3% | -6.5% |
| 30D | +2.2% | -16.0% | +18.1% | +2.7% |
| 3M | +15.7% | +26.9% | -11.2% | +14.6% |
| 6M | -23.8% | +51.1% | -74.9% | -25.7% |
| YTD | +17.6% | +7.1% | +10.6% | +18.2% |
| 1Y | +88.6% | -9.6% | +98.2% | +93.0% |
| 3Y | +253.4% | +25.4% | +228.0% | +239.7% |
| All | +56.2% | +114.1% | -57.9% | +41.5% |
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