+96.8%
ALLY vs HRB
+186.3%
-89.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.2% | +2.5% | -0.2% |
| 7D | +0.9% | +2.7% | -1.8% | 0.0% |
| 30D | +3.1% | +22.1% | -19.0% | -4.1% |
| 3M | -12.6% | +15.7% | -28.3% | -17.8% |
| 6M | -12.4% | +83.3% | -95.8% | -31.8% |
| YTD | -13.2% | +25.0% | -38.2% | -22.6% |
| 1Y | +1.8% | +6.9% | -5.1% | -3.9% |
| 3Y | +58.0% | +39.0% | +18.9% | +29.5% |
| 5Y | -8.4% | +146.4% | -154.8% | -42.5% |
| 10Y | +195.3% | +254.4% | -59.2% | +47.6% |
| All | +96.8% | +186.3% | -89.5% | +1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling