+38.6%
ALB vs HRB
+221.6%
-183.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.0% |
| 7D | -5.8% | -5.1% | -0.7% | -4.5% |
| 30D | -4.5% | +8.7% | -13.2% | -6.9% |
| 3M | -28.1% | -5.4% | -22.7% | -27.5% |
| 6M | -53.2% | +41.6% | -94.7% | -58.3% |
| YTD | -33.3% | +18.7% | -52.0% | -38.4% |
| 1Y | -17.4% | +16.4% | -33.9% | -23.4% |
| 3Y | -14.1% | +22.0% | -36.1% | -23.7% |
| 5Y | -64.0% | +141.2% | -205.3% | -74.7% |
| All | +38.6% | +221.6% | -183.0% | -16.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling