+41.8%
ALM vs HRB
+16.9%
+24.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.4% | -3.2% | +2.3% |
| 7D | -6.4% | +16.0% | -22.4% | -2.6% |
| 30D | -35.0% | +32.1% | -67.1% | -29.9% |
| 3M | -33.8% | +21.5% | -55.3% | -29.8% |
| 6M | -55.0% | +82.1% | -137.1% | -46.2% |
| YTD | -0.2% | +31.6% | -31.8% | -3.0% |
| 1Y | +41.8% | +15.9% | +25.9% | +33.2% |
| All | +41.8% | +16.9% | +24.9% | +33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling