+58.0%
ALLY vs HRB
+36.2%
+21.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.2% | +2.5% | -1.2% |
| 7D | +0.9% | +2.7% | -1.8% | +0.6% |
| 30D | +3.1% | +22.1% | -19.0% | +0.7% |
| 3M | -12.6% | +15.7% | -28.3% | -14.2% |
| 6M | -12.4% | +83.3% | -95.8% | -19.1% |
| YTD | -13.2% | +25.0% | -38.2% | -14.8% |
| 1Y | +1.8% | +6.9% | -5.1% | +2.6% |
| 3Y | +58.0% | +39.0% | +18.9% | +52.1% |
| All | +58.0% | +36.2% | +21.7% | +52.1% |
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 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