+97.0%
ARES vs HRB
+104.8%
-7.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.4% | -2.7% |
| 7D | -2.7% | -10.6% | +7.9% | -0.1% |
| 30D | -2.4% | -0.8% | -1.6% | -2.7% |
| 3M | +3.9% | +19.1% | -15.1% | -1.4% |
| 6M | +26.4% | +48.7% | -22.3% | +11.5% |
| YTD | -14.9% | +7.1% | -22.0% | -17.1% |
| 1Y | -20.4% | -8.3% | -12.1% | -18.9% |
| 3Y | +38.8% | +25.8% | +12.9% | +20.6% |
| 5Y | +97.0% | +111.1% | -14.1% | +42.0% |
| All | +97.0% | +104.8% | -7.9% | +42.0% |
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