+199.0%
AMD vs HRB
+145.8%
+53.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -4.2% | +15.3% | +11.1% |
| 7D | -11.0% | +2.7% | -13.7% | -11.1% |
| 30D | -30.5% | +22.1% | -52.6% | -31.1% |
| 3M | -8.2% | +15.7% | -23.9% | -9.0% |
| 6M | +6.6% | +83.3% | -76.8% | -1.1% |
| YTD | +109.7% | +25.0% | +84.7% | +109.4% |
| 1Y | +88.9% | +6.9% | +82.0% | +95.3% |
| 3Y | +301.8% | +39.0% | +262.8% | +259.8% |
| All | +199.0% | +145.8% | +53.2% | +106.7% |
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