+5.5%
ALLY vs HRB
-8.2%
+13.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.8% |
| 7D | -3.3% | -12.2% | +8.9% | -2.6% |
| 30D | -4.1% | -3.0% | -1.1% | -3.8% |
| 3M | +1.4% | +21.7% | -20.3% | +0.6% |
| 6M | +14.4% | +52.3% | -37.9% | +12.3% |
| YTD | -4.9% | +6.5% | -11.4% | -5.6% |
| 1Y | +5.5% | -6.7% | +12.2% | +4.6% |
| All | +5.5% | -8.2% | +13.8% | +4.6% |
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