+153.2%
AMAT vs HRB
+143.9%
+9.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.6% |
| 7D | +19.3% | -7.8% | +27.1% | +19.4% |
| 30D | -17.9% | +15.7% | -33.7% | -18.3% |
| 3M | -30.4% | -5.5% | -24.9% | -30.2% |
| 6M | -11.4% | +41.1% | -52.6% | -14.2% |
| YTD | +48.8% | +20.4% | +28.4% | +49.2% |
| 1Y | +66.0% | +15.2% | +50.8% | +68.0% |
| 3Y | +158.8% | +24.3% | +134.5% | +145.8% |
| 5Y | +153.2% | +144.7% | +8.5% | +103.7% |
| All | +153.2% | +143.9% | +9.3% | +103.7% |
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