+19.3%
ARM vs HRB
+16.9%
+2.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +4.4% | -9.7% | -3.5% |
| 7D | -18.7% | +16.0% | -34.7% | -13.4% |
| 30D | -36.7% | +32.1% | -68.8% | -28.9% |
| 3M | -31.6% | +21.5% | -53.1% | -25.0% |
| 6M | -5.6% | +82.1% | -87.7% | +24.8% |
| YTD | +75.5% | +31.6% | +43.9% | +118.3% |
| 1Y | +19.3% | +15.9% | +3.4% | +49.2% |
| All | +19.3% | +16.9% | +2.4% | +49.2% |
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 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