+134.9%
AS vs HRB
+23.0%
+111.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.2% | +4.7% | +0.6% |
| 7D | +6.9% | +2.7% | +4.2% | +6.9% |
| 30D | +16.0% | +22.1% | -6.1% | +15.7% |
| 3M | -12.8% | +15.7% | -28.6% | -13.0% |
| 6M | -15.4% | +83.3% | -98.7% | -16.0% |
| YTD | -15.7% | +25.0% | -40.8% | -14.1% |
| 1Y | +6.1% | +6.9% | -0.9% | +9.7% |
| All | +134.9% | +23.0% | +111.9% | +136.4% |
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