+842.1%
ALM vs HRB
+29.4%
+812.7%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | 0.0% | -7.3% | -7.2% |
| 7D | -6.3% | -4.0% | -2.3% | -6.8% |
| 30D | -31.4% | +15.8% | -47.2% | -30.1% |
| 3M | -40.6% | +12.0% | -52.6% | -39.6% |
| 6M | -58.6% | +40.7% | -99.4% | -56.8% |
| YTD | -7.6% | +21.0% | -28.6% | -3.2% |
| 1Y | +13.8% | +11.7% | +2.2% | +20.3% |
| 3Y | +842.1% | +25.0% | +817.2% | +871.3% |
| All | +842.1% | +29.4% | +812.7% | +871.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling