+2,885.9%
ALB vs HRB
+1,144.7%
+1,741.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.0% | -0.5% | -3.3% |
| 7D | -8.1% | -5.7% | -2.4% | -6.5% |
| 30D | +6.3% | +7.9% | -1.6% | +3.4% |
| 3M | -23.6% | +32.1% | -55.7% | -30.4% |
| 6M | -24.6% | +62.2% | -86.9% | -36.2% |
| YTD | -10.3% | +16.4% | -26.7% | -16.9% |
| 1Y | +61.5% | -0.3% | +61.7% | +55.5% |
| 3Y | -34.0% | +36.0% | -70.0% | -43.1% |
| 5Y | -44.6% | +125.2% | -169.8% | -59.8% |
| 10Y | +76.1% | +237.7% | -161.6% | +5.0% |
| All | +2,885.9% | +1,144.7% | +1,741.2% | +1,088.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling