-62.0%
ALB vs HRB
+144.6%
-206.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | +5.3% | -4.0% | +9.3% | +6.0% |
| 30D | -6.3% | +15.8% | -22.0% | -9.0% |
| 3M | -27.4% | +12.0% | -39.4% | -29.4% |
| 6M | -53.1% | +40.7% | -93.8% | -56.8% |
| YTD | -32.3% | +21.0% | -53.3% | -35.9% |
| 1Y | -7.3% | +11.7% | -19.0% | -10.3% |
| 3Y | -14.9% | +25.0% | -39.9% | -23.6% |
| 5Y | -62.0% | +141.0% | -203.1% | -70.7% |
| All | -62.0% | +144.6% | -206.6% | -70.7% |
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