-41.3%
ALNY vs HRB
+1.1%
-42.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +1.1% |
| 7D | +12.2% | -5.7% | +17.9% | +13.0% |
| 30D | +16.3% | +7.9% | +8.4% | +15.1% |
| 3M | -12.4% | +32.1% | -44.5% | -12.9% |
| 6M | -18.7% | +62.2% | -80.9% | -18.8% |
| YTD | -33.1% | +16.4% | -49.5% | -33.4% |
| 1Y | -41.3% | -0.3% | -41.1% | -42.2% |
| All | -41.3% | +1.1% | -42.4% | -42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling