+3.0%
ALLY vs HRB
+126.2%
-123.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +1.2% |
| 7D | +3.7% | -5.7% | +9.3% | +4.9% |
| 30D | -2.3% | +7.9% | -10.2% | -4.2% |
| 3M | +3.8% | +32.1% | -28.3% | -3.1% |
| 6M | +9.7% | +62.2% | -52.5% | -3.5% |
| YTD | -1.4% | +16.4% | -17.8% | -5.2% |
| 1Y | +8.2% | -0.3% | +8.5% | +8.5% |
| 3Y | +66.5% | +36.0% | +30.4% | +45.5% |
| All | +3.0% | +126.2% | -123.3% | -21.6% |
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 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