+76.3%
ALLY vs HRB
+38.9%
+37.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +0.8% |
| 7D | +3.7% | -5.7% | +9.3% | +4.4% |
| 30D | -2.3% | +7.9% | -10.2% | -3.2% |
| 3M | +3.8% | +32.1% | -28.3% | 0.0% |
| 6M | +9.7% | +62.2% | -52.5% | +2.4% |
| YTD | -1.4% | +16.4% | -17.8% | -2.5% |
| 1Y | +8.2% | -0.3% | +8.5% | +10.1% |
| All | +76.3% | +38.9% | +37.4% | +57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling