+133.7%
AS vs HRB
+28.4%
+105.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.4% | -2.3% |
| 7D | +7.1% | +10.7% | -3.6% | +6.9% |
| 30D | +12.8% | +29.0% | -16.2% | +12.4% |
| 3M | -14.7% | +21.0% | -35.7% | -15.0% |
| 6M | -9.9% | +86.9% | -96.9% | -10.6% |
| YTD | -16.1% | +30.5% | -46.7% | -14.6% |
| 1Y | +0.2% | +13.6% | -13.4% | +3.3% |
| All | +133.7% | +28.4% | +105.3% | +135.1% |
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 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