-42.5%
ALB vs HRB
+112.6%
-155.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.5% | +9.1% | +3.8% |
| 7D | -4.4% | -9.1% | +4.7% | -2.8% |
| 30D | -1.2% | +0.3% | -1.4% | -1.6% |
| 3M | -13.3% | +23.4% | -36.7% | -17.6% |
| 6M | -19.8% | +45.1% | -64.9% | -27.3% |
| YTD | -7.9% | +8.9% | -16.8% | -10.8% |
| 1Y | +60.2% | -7.9% | +68.1% | +61.7% |
| 3Y | -26.4% | +27.9% | -54.4% | -35.1% |
| 5Y | -42.5% | +108.3% | -150.9% | -54.7% |
| All | -42.5% | +112.6% | -155.2% | -54.7% |
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