-26.5%
AR vs HRB
+198.4%
-224.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.6% | +1.5% |
| 7D | +2.1% | -8.1% | +10.2% | +4.6% |
| 30D | +4.5% | +15.0% | -10.5% | -0.2% |
| 3M | +1.0% | +10.2% | -9.2% | -3.0% |
| 6M | +4.4% | +44.2% | -39.8% | -8.3% |
| YTD | +10.9% | +21.0% | -10.1% | +1.3% |
| 1Y | +8.6% | +12.0% | -3.4% | +1.6% |
| 3Y | +48.5% | +24.9% | +23.6% | +29.2% |
| 5Y | +95.7% | +144.6% | -48.9% | +29.0% |
| 10Y | +55.5% | +229.4% | -174.0% | -14.0% |
| All | -26.5% | +198.4% | -224.9% | -57.3% |
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