+142.2%
AS vs HRB
+19.0%
+123.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.2% | +6.4% | +3.2% |
| 7D | +5.8% | -2.4% | +8.3% | +5.9% |
| 30D | +15.4% | +15.7% | -0.4% | +15.2% |
| 3M | -11.9% | +11.4% | -23.3% | -12.0% |
| 6M | -9.9% | +40.7% | -50.6% | -10.2% |
| YTD | -13.1% | +21.0% | -34.1% | -11.4% |
| 1Y | +9.9% | +7.2% | +2.6% | +13.3% |
| All | +142.2% | +19.0% | +123.3% | +144.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling