-24.2%
AR vs HRB
+187.1%
-211.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | +0.5% |
| 7D | +2.5% | -5.7% | +8.2% | +4.2% |
| 30D | +14.8% | +7.9% | +6.9% | +11.5% |
| 3M | +6.2% | +32.1% | -25.9% | -3.5% |
| 6M | +4.3% | +62.2% | -58.0% | -12.3% |
| YTD | +14.4% | +16.4% | -2.0% | +6.3% |
| 1Y | +21.3% | -0.3% | +21.6% | +18.0% |
| 3Y | +39.8% | +36.0% | +3.8% | +18.1% |
| 5Y | +142.1% | +125.2% | +16.9% | +64.9% |
| 10Y | +52.0% | +237.7% | -185.6% | -15.4% |
| All | -24.2% | +187.1% | -211.4% | -55.2% |
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