+214.2%
ARM vs HRB
+42.8%
+171.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.9% |
| 7D | +19.8% | -7.8% | +27.6% | +18.1% |
| 30D | -21.8% | +15.7% | -37.5% | -19.5% |
| 3M | -26.5% | -5.5% | -21.0% | -26.5% |
| 6M | -3.9% | +41.1% | -45.1% | +2.4% |
| YTD | +82.8% | +20.4% | +62.4% | +104.9% |
| 1Y | +34.3% | +15.2% | +19.1% | +51.6% |
| 3Y | +282.2% | +24.3% | +257.9% | +314.5% |
| All | +214.2% | +42.8% | +171.4% | +234.1% |
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