-19.3%
ARES vs HRB
+1.1%
-20.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | -0.7% |
| 7D | -1.7% | -5.7% | +4.0% | -1.2% |
| 30D | +0.3% | +7.9% | -7.6% | -0.4% |
| 3M | +8.5% | +32.1% | -23.6% | +6.1% |
| 6M | +23.5% | +62.2% | -38.8% | +17.3% |
| YTD | -11.2% | +16.4% | -27.6% | -11.2% |
| 1Y | -19.3% | -0.3% | -19.0% | -19.9% |
| All | -19.3% | +1.1% | -20.4% | -19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling