+8.6%
ALB vs HRB
+16.9%
-8.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.4% | +0.9% | +5.5% |
| 7D | -2.1% | +16.0% | -18.1% | -1.4% |
| 30D | -9.0% | +32.1% | -41.1% | -8.2% |
| 3M | -21.1% | +21.5% | -42.6% | -20.3% |
| 6M | -49.9% | +82.1% | -132.0% | -49.6% |
| YTD | -32.3% | +31.6% | -63.9% | -38.2% |
| 1Y | +8.6% | +15.9% | -7.3% | -2.4% |
| All | +8.6% | +16.9% | -8.3% | -2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling