+212.8%
ALLE vs HRB
+257.9%
-45.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | +0.1% |
| 7D | -0.6% | +2.7% | -3.3% | -1.3% |
| 30D | +25.3% | +22.1% | +3.3% | +19.0% |
| 3M | +10.3% | +15.7% | -5.4% | +5.4% |
| 6M | +38.0% | +83.3% | -45.3% | +15.1% |
| YTD | +17.8% | +25.0% | -7.2% | +8.5% |
| 1Y | +13.6% | +6.9% | +6.7% | +9.4% |
| 3Y | +89.2% | +39.0% | +50.2% | +64.3% |
| 5Y | +51.1% | +146.4% | -95.3% | +8.0% |
| All | +212.8% | +257.9% | -45.0% | +86.0% |
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 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