+407.4%
ALM vs HRB
+144.6%
+262.8%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | 0.0% | -7.3% | -7.2% |
| 7D | -6.3% | -4.0% | -2.3% | -6.4% |
| 30D | -31.4% | +15.8% | -47.2% | -31.4% |
| 3M | -40.6% | +12.0% | -52.6% | -40.6% |
| 6M | -58.6% | +40.7% | -99.4% | -58.9% |
| YTD | -7.6% | +21.0% | -28.6% | -6.8% |
| 1Y | +13.8% | +11.7% | +2.2% | +16.1% |
| 3Y | +842.1% | +25.0% | +817.2% | +826.2% |
| 5Y | +407.4% | +141.0% | +266.4% | +328.0% |
| All | +407.4% | +144.6% | +262.8% | +328.0% |
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