+1,040.6%
ALM vs HRB
+112.6%
+928.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -6.5% | +15.3% | +8.9% |
| 7D | +8.4% | -9.1% | +17.5% | +8.5% |
| 30D | +34.8% | +0.3% | +34.6% | +34.7% |
| 3M | +16.2% | +23.4% | -7.2% | +15.7% |
| 6M | +2.1% | +45.1% | -43.0% | +0.5% |
| YTD | +117.0% | +8.9% | +108.1% | +118.5% |
| 1Y | +313.9% | -7.9% | +321.8% | +325.2% |
| 3Y | +2,327.9% | +27.9% | +2,300.0% | +2,229.4% |
| 5Y | +1,040.6% | +108.3% | +932.3% | +845.3% |
| All | +1,040.6% | +112.6% | +928.0% | +845.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling