+59.9%
AMGN vs HRB
+25.2%
+34.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.7% | -2.2% |
| 7D | -13.9% | -12.2% | -1.7% | -13.0% |
| 30D | -7.1% | -3.0% | -4.2% | -6.9% |
| 3M | +13.9% | +21.7% | -7.8% | +12.5% |
| 6M | +3.2% | +52.3% | -49.1% | +0.2% |
| YTD | +19.2% | +6.5% | +12.8% | +21.0% |
| 1Y | +41.1% | -6.7% | +47.8% | +46.3% |
| All | +59.9% | +25.2% | +34.7% | +52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling