+61.4%
AMAT vs HRB
+16.9%
+44.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.4% | -7.7% | -1.8% |
| 7D | -11.2% | +16.0% | -27.2% | -6.4% |
| 30D | -31.9% | +32.1% | -64.0% | -24.8% |
| 3M | -32.3% | +21.5% | -53.8% | -27.0% |
| 6M | -5.4% | +82.1% | -87.5% | +14.1% |
| YTD | +44.3% | +31.6% | +12.6% | +72.5% |
| 1Y | +61.4% | +15.9% | +45.5% | +98.4% |
| All | +61.4% | +16.9% | +44.5% | +98.4% |
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 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