+221.5%
ALLE vs HRB
+246.2%
-24.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.2% | +6.0% | +3.6% |
| 7D | -0.6% | -2.4% | +1.8% | -0.1% |
| 30D | +26.6% | +15.7% | +10.9% | +21.8% |
| 3M | +13.2% | +11.4% | +1.8% | +9.2% |
| 6M | +42.9% | +40.7% | +2.2% | +28.9% |
| YTD | +21.0% | +21.0% | +0.1% | +12.4% |
| 1Y | +15.2% | +7.2% | +7.9% | +10.7% |
| 3Y | +95.6% | +29.2% | +66.4% | +73.5% |
| 5Y | +53.4% | +142.3% | -88.9% | +10.1% |
| 10Y | +221.5% | +253.1% | -31.6% | +92.7% |
| All | +221.5% | +246.2% | -24.8% | +92.7% |
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 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