+22.1%
ALNY vs HRB
+25.9%
-3.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | +0.4% |
| 7D | -6.5% | -8.0% | +1.5% | -5.6% |
| 30D | +11.0% | -16.0% | +27.0% | +13.3% |
| 3M | -14.1% | +26.9% | -40.9% | -15.0% |
| 6M | -22.4% | +51.1% | -73.5% | -24.2% |
| YTD | -37.5% | +7.1% | -44.5% | -36.8% |
| 1Y | -46.9% | -9.6% | -37.3% | -45.5% |
| 3Y | +22.1% | +25.4% | -3.3% | +39.9% |
| All | +22.1% | +25.9% | -3.8% | +39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling