-14.9%
ALB vs HRB
+29.4%
-44.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | +5.3% | -4.0% | +9.3% | +5.5% |
| 30D | -6.3% | +15.8% | -22.0% | -7.4% |
| 3M | -27.4% | +12.0% | -39.4% | -28.2% |
| 6M | -53.1% | +40.7% | -93.8% | -54.8% |
| YTD | -32.3% | +21.0% | -53.3% | -33.9% |
| 1Y | -7.3% | +11.7% | -19.0% | -8.2% |
| 3Y | -14.9% | +25.0% | -39.9% | -29.0% |
| All | -14.9% | +29.4% | -44.4% | -29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling