+296.4%
ARM vs HRB
+38.1%
+258.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.0% | +7.9% | +3.3% |
| 7D | +5.5% | -5.7% | +11.1% | +4.6% |
| 30D | -8.2% | +7.9% | -16.1% | -6.9% |
| 3M | -35.9% | +32.1% | -68.1% | -32.7% |
| 6M | +103.1% | +62.2% | +40.9% | +116.7% |
| YTD | +130.6% | +16.4% | +114.2% | +155.5% |
| 1Y | +86.1% | -0.3% | +86.3% | +110.7% |
| All | +296.4% | +38.1% | +258.3% | +316.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling