+3,525.2%
ALM vs HRB
+185.3%
+3,339.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.2% |
| 7D | -7.2% | -8.1% | +0.9% | -6.2% |
| 30D | -26.4% | +15.0% | -41.4% | -27.9% |
| 3M | -38.6% | +10.2% | -48.8% | -39.7% |
| 6M | -61.0% | +44.2% | -105.2% | -63.4% |
| YTD | -7.4% | +21.0% | -28.3% | -11.4% |
| 1Y | +14.0% | +12.0% | +2.0% | +10.4% |
| 3Y | +844.4% | +24.9% | +819.5% | +780.7% |
| 5Y | +410.8% | +144.6% | +266.2% | +307.2% |
| 10Y | +2,084.7% | +229.4% | +1,855.3% | +1,321.2% |
| All | +3,525.2% | +185.3% | +3,339.9% | -52.4% |
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