+12.4%
ALLE vs HRB
+11.7%
+0.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | -0.7% |
| 7D | -0.6% | +2.7% | -3.3% | -0.7% |
| 30D | +25.3% | +22.1% | +3.3% | +24.2% |
| 3M | +10.3% | +15.7% | -5.4% | +9.5% |
| 6M | +38.0% | +83.3% | -45.3% | +35.8% |
| YTD | +17.8% | +25.0% | -7.2% | +20.9% |
| All | +12.4% | +11.7% | +0.6% | +17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling