+144.3%
AR vs HRB
+112.6%
+31.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.6% | +0.2% |
| 7D | -1.8% | -9.1% | +7.2% | -0.4% |
| 30D | +12.6% | +0.3% | +12.3% | +12.2% |
| 3M | +10.0% | +23.4% | -13.4% | +5.5% |
| 6M | +0.6% | +45.1% | -44.5% | -6.7% |
| YTD | +13.4% | +8.9% | +4.5% | +11.1% |
| 1Y | +21.7% | -7.9% | +29.6% | +23.3% |
| 3Y | +45.8% | +27.9% | +17.9% | +31.5% |
| 5Y | +144.3% | +108.3% | +35.9% | +104.8% |
| All | +144.3% | +112.6% | +31.6% | +104.8% |
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