+53.4%
ALLE vs HRB
+140.6%
-87.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.3% |
| 7D | +3.6% | -5.1% | +8.6% | +4.5% |
| 30D | +25.9% | +8.7% | +17.2% | +23.9% |
| 3M | +15.8% | -5.4% | +21.1% | +16.7% |
| 6M | +48.1% | +41.6% | +6.5% | +37.1% |
| YTD | +22.0% | +18.7% | +3.3% | +17.5% |
| 1Y | +18.0% | +16.4% | +1.6% | +14.1% |
| 3Y | +93.1% | +22.0% | +71.1% | +78.6% |
| All | +53.4% | +140.6% | -87.3% | +19.4% |
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 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