+123.4%
AS vs HRB
+16.7%
+106.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.8% |
| 7D | -4.9% | -5.1% | +0.2% | -4.8% |
| 30D | +3.9% | +8.7% | -4.8% | +3.8% |
| 3M | -9.6% | -5.4% | -4.2% | -9.6% |
| 6M | -8.7% | +41.6% | -50.2% | -8.9% |
| YTD | -19.8% | +18.7% | -38.5% | -18.2% |
| 1Y | -1.5% | +16.4% | -18.0% | +0.6% |
| All | +123.4% | +16.7% | +106.7% | +125.2% |
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