+5,453.2%
AGI vs HRB
+428.8%
+5,024.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +3.0% | +1.4% |
| 7D | +2.2% | -10.6% | +12.8% | +3.0% |
| 30D | +11.3% | -0.8% | +12.1% | +11.2% |
| 3M | +5.6% | +19.1% | -13.4% | +4.1% |
| 6M | -27.7% | +48.7% | -76.4% | -30.2% |
| YTD | -4.1% | +7.1% | -11.2% | -5.2% |
| 1Y | +13.8% | -8.3% | +22.1% | +13.8% |
| 3Y | +217.0% | +25.8% | +191.2% | +206.5% |
| 5Y | +404.3% | +111.1% | +293.2% | +363.6% |
| 10Y | +400.5% | +206.6% | +193.9% | +330.8% |
| All | +5,453.2% | +428.8% | +5,024.4% | +4,132.3% |
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 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