+1,321.9%
AMAT vs HRB
+221.6%
+1,100.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.5% |
| 7D | +11.4% | -5.1% | +16.4% | +12.4% |
| 30D | -17.0% | +8.7% | -25.7% | -18.8% |
| 3M | -30.6% | -5.4% | -25.2% | -30.5% |
| 6M | -14.9% | +41.6% | -56.5% | -23.7% |
| YTD | +44.7% | +18.7% | +26.0% | +34.3% |
| 1Y | +66.9% | +16.4% | +50.4% | +55.5% |
| 3Y | +153.3% | +22.0% | +131.3% | +124.6% |
| 5Y | +146.2% | +141.2% | +5.0% | +70.3% |
| All | +1,321.9% | +221.6% | +1,100.3% | +748.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling