+7,705.7%
ALM vs HRB
+174.5%
+7,531.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.5% | -1.0% |
| 7D | -2.6% | -5.7% | +3.1% | -1.8% |
| 30D | +32.0% | +7.9% | +24.1% | +30.5% |
| 3M | -15.0% | +32.1% | -47.2% | -18.9% |
| 6M | -10.1% | +62.2% | -72.4% | -17.9% |
| YTD | +99.4% | +16.4% | +83.0% | +92.4% |
| 1Y | +316.4% | -0.3% | +316.6% | +311.5% |
| 3Y | +2,022.0% | +36.0% | +1,985.9% | +1,846.9% |
| 5Y | +941.2% | +125.2% | +816.0% | +743.9% |
| 10Y | +2,950.3% | +237.7% | +2,712.7% | +1,811.0% |
| All | +7,705.7% | +174.5% | +7,531.2% | +3.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling