+87.3%
ALB vs HRB
+205.6%
-118.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.4% |
| 7D | -8.6% | -10.6% | +2.0% | -5.9% |
| 30D | -4.0% | -0.8% | -3.2% | -4.4% |
| 3M | -17.4% | +19.1% | -36.4% | -22.3% |
| 6M | -25.4% | +48.7% | -74.1% | -35.0% |
| YTD | -10.5% | +7.1% | -17.6% | -14.7% |
| 1Y | +75.8% | -8.3% | +84.2% | +74.6% |
| 3Y | -28.5% | +25.8% | -54.4% | -37.3% |
| 5Y | -45.1% | +111.1% | -156.2% | -59.9% |
| 10Y | +87.3% | +206.6% | -119.2% | +9.4% |
| All | +87.3% | +205.6% | -118.3% | +9.4% |
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 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