+174.6%
ARM vs HRB
+48.3%
+126.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.2% | +9.0% | +4.0% |
| 7D | -15.2% | +2.7% | -17.9% | -14.7% |
| 30D | -40.7% | +22.1% | -62.8% | -38.4% |
| 3M | -39.1% | +15.7% | -54.8% | -37.1% |
| 6M | -26.4% | +83.3% | -109.8% | -19.9% |
| YTD | +59.7% | +25.0% | +34.7% | +80.3% |
| 1Y | +10.3% | +6.9% | +3.4% | +27.5% |
| 3Y | +228.9% | +39.0% | +189.8% | +257.7% |
| All | +174.6% | +48.3% | +126.3% | +194.0% |
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