+20.3%
ARM vs HRB
+8.1%
+12.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -3.2% | +9.9% | +5.3% |
| 7D | -5.3% | -2.4% | -2.9% | -6.1% |
| 30D | -30.0% | +15.7% | -45.8% | -25.2% |
| 3M | -34.1% | +11.4% | -45.4% | -30.0% |
| 6M | -12.6% | +40.7% | -53.4% | +4.6% |
| YTD | +70.4% | +21.0% | +49.5% | +104.7% |
| All | +20.3% | +8.1% | +12.2% | +46.8% |
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