+451.1%
AG vs HRB
+296.5%
+154.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.3% |
| 7D | -0.1% | -10.6% | +10.5% | +1.7% |
| 30D | +12.5% | -0.8% | +13.3% | +12.3% |
| 3M | +28.2% | +19.1% | +9.1% | +23.6% |
| 6M | -18.8% | +48.7% | -67.5% | -25.5% |
| YTD | +27.4% | +7.1% | +20.3% | +23.5% |
| 1Y | +132.2% | -8.3% | +140.5% | +130.9% |
| 3Y | +286.9% | +25.8% | +261.0% | +256.5% |
| 5Y | +72.8% | +111.1% | -38.3% | +41.3% |
| 10Y | +74.6% | +206.6% | -132.0% | +21.6% |
| All | +451.1% | +296.5% | +154.6% | +190.5% |
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 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