+17.4%
ALLE vs HRB
+126.2%
-108.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.0% | +5.0% | +1.7% |
| 7D | -0.2% | -5.7% | +5.4% | +0.8% |
| 30D | -6.8% | +7.9% | -14.7% | -8.5% |
| 3M | +21.0% | +32.1% | -11.1% | +14.0% |
| 6M | +1.1% | +62.2% | -61.1% | -9.6% |
| YTD | -0.5% | +16.4% | -16.9% | -3.7% |
| 1Y | -7.3% | -0.3% | -7.0% | -6.7% |
| 3Y | +42.3% | +36.0% | +6.2% | +27.5% |
| All | +17.4% | +126.2% | -108.8% | -5.1% |
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