+123.4%
ALLY vs HRB
+166.6%
-43.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +1.7% |
| 7D | +3.7% | -5.7% | +9.3% | +5.7% |
| 30D | -2.3% | +7.9% | -10.2% | -5.5% |
| 3M | +3.8% | +32.1% | -28.3% | -7.2% |
| 6M | +9.7% | +62.2% | -52.5% | -10.8% |
| YTD | -1.4% | +16.4% | -17.8% | -9.6% |
| 1Y | +8.2% | -0.3% | +8.5% | +4.8% |
| 3Y | +66.5% | +36.0% | +30.4% | +37.5% |
| 5Y | +1.2% | +125.2% | -124.0% | -34.2% |
| 10Y | +191.4% | +237.7% | -46.2% | +49.1% |
| All | +123.4% | +166.6% | -43.2% | +18.2% |
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