-62.0%
ALNY vs HRB
+16.9%
-78.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.4% | -3.6% | +0.4% |
| 7D | -30.7% | +16.0% | -46.7% | -31.5% |
| 30D | -26.7% | +32.1% | -58.8% | -28.7% |
| 3M | -26.4% | +21.5% | -47.9% | -27.9% |
| 6M | -45.9% | +82.1% | -128.0% | -46.5% |
| YTD | -59.5% | +31.6% | -91.1% | -59.7% |
| 1Y | -62.0% | +15.9% | -77.9% | -61.1% |
| All | -62.0% | +16.9% | -78.9% | -61.1% |
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