+241.2%
ALM vs HRB
-6.2%
+247.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.5% | -7.1% | -6.4% |
| 7D | -11.8% | -8.0% | -3.8% | -13.7% |
| 30D | +7.8% | -16.0% | +23.8% | +3.2% |
| 3M | -9.3% | +26.9% | -36.1% | -0.6% |
| 6M | -30.5% | +51.1% | -81.6% | -20.0% |
| YTD | +75.8% | +7.1% | +68.8% | +56.6% |
| 1Y | +241.2% | -9.6% | +250.8% | +160.3% |
| All | +241.2% | -6.2% | +247.4% | +160.3% |
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