+2,327.9%
ALM vs HRB
+28.7%
+2,299.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -6.5% | +15.3% | +8.3% |
| 7D | +8.4% | -9.1% | +17.5% | +7.7% |
| 30D | +34.8% | +0.3% | +34.6% | +34.9% |
| 3M | +16.2% | +23.4% | -7.2% | +18.8% |
| 6M | +2.1% | +45.1% | -43.0% | +5.3% |
| YTD | +117.0% | +8.9% | +108.1% | +123.7% |
| 1Y | +313.9% | -7.9% | +321.8% | +333.9% |
| 3Y | +2,327.9% | +27.9% | +2,300.0% | +2,036.9% |
| All | +2,327.9% | +28.7% | +2,299.2% | +2,036.9% |
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