+247.2%
AMAT vs HRB
+126.2%
+121.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.0% | +8.3% | +4.5% |
| 7D | -1.5% | -5.7% | +4.2% | -1.3% |
| 30D | -14.8% | +7.9% | -22.7% | -15.3% |
| 3M | -9.3% | +32.1% | -41.4% | -11.6% |
| 6M | +27.4% | +62.2% | -34.8% | +19.4% |
| YTD | +77.6% | +16.4% | +61.2% | +77.9% |
| 1Y | +188.9% | -0.3% | +189.2% | +198.9% |
| 3Y | +202.3% | +36.0% | +166.3% | +176.8% |
| All | +247.2% | +126.2% | +121.0% | +184.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling