+120.4%
AS vs HRB
+14.5%
+105.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.0% | +7.6% | +3.6% |
| 7D | -4.9% | -5.7% | +0.8% | -4.9% |
| 30D | -19.6% | +7.9% | -27.5% | -19.6% |
| 3M | -14.4% | +32.1% | -46.5% | -14.6% |
| 6M | -20.1% | +62.2% | -82.4% | -20.5% |
| YTD | -20.9% | +16.4% | -37.3% | -19.3% |
| 1Y | -21.9% | -0.3% | -21.6% | -19.1% |
| All | +120.4% | +14.5% | +105.9% | +122.1% |
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 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