+365.7%
ALAB vs HRB
+5.6%
+360.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -6.5% | -0.5% | -8.7% |
| 7D | +3.2% | -9.1% | +12.3% | +0.5% |
| 30D | -13.6% | +0.3% | -13.8% | -13.2% |
| 3M | -16.6% | +23.4% | -40.0% | -10.1% |
| 6M | +142.3% | +45.1% | +97.2% | +171.9% |
| YTD | +73.6% | +8.9% | +64.7% | +81.7% |
| 1Y | +33.7% | -7.9% | +41.6% | +36.3% |
| All | +365.7% | +5.6% | +360.1% | +377.2% |
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 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