+91.3%
AMCR vs HRB
+427.4%
-336.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -2.5% |
| 7D | -6.3% | -10.6% | +4.3% | -4.8% |
| 30D | -7.1% | -0.8% | -6.3% | -7.3% |
| 3M | +12.7% | +19.1% | -6.4% | +9.5% |
| 6M | +5.2% | +48.7% | -43.6% | -1.7% |
| YTD | +8.1% | +7.1% | +1.0% | +5.9% |
| 1Y | +10.0% | -8.3% | +18.4% | +10.5% |
| 3Y | +6.6% | +25.8% | -19.2% | +0.6% |
| 5Y | -11.4% | +111.1% | -122.5% | -23.4% |
| 10Y | +13.3% | +206.6% | -193.3% | -9.2% |
| All | +91.3% | +427.4% | -336.1% | +52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling