+208.4%
AGI vs HRB
+25.9%
+182.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.7% |
| 7D | -2.7% | -8.0% | +5.3% | -2.9% |
| 30D | +7.2% | -16.0% | +23.2% | +6.7% |
| 3M | +4.3% | +26.9% | -22.6% | +5.5% |
| 6M | -27.1% | +51.1% | -78.2% | -26.0% |
| YTD | -6.6% | +7.1% | -13.7% | -5.3% |
| 1Y | +9.5% | -9.6% | +19.1% | +12.1% |
| 3Y | +208.4% | +25.4% | +183.0% | +196.3% |
| All | +208.4% | +25.9% | +182.6% | +196.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling