+219.8%
ARM vs HRB
+43.5%
+176.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | 0.0% | +12.1% | +12.0% |
| 7D | +6.0% | -8.1% | +14.1% | +4.4% |
| 30D | -20.3% | +15.0% | -35.4% | -18.1% |
| 3M | -24.4% | +10.2% | -34.6% | -22.5% |
| 6M | -4.4% | +44.2% | -48.6% | +2.1% |
| YTD | +86.0% | +21.0% | +65.1% | +108.8% |
| 1Y | +35.8% | +12.0% | +23.8% | +54.2% |
| 3Y | +289.1% | +24.9% | +264.1% | +322.3% |
| All | +219.8% | +43.5% | +176.3% | +240.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling