+1,090.2%
ATI vs HRB
+209.1%
+881.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | -0.3% |
| 7D | -5.6% | -8.0% | +2.4% | -2.6% |
| 30D | -13.7% | -16.0% | +2.2% | -8.1% |
| 3M | -0.4% | +26.9% | -27.2% | -11.9% |
| 6M | +26.2% | +51.1% | -24.9% | +0.2% |
| YTD | +73.2% | +7.1% | +66.2% | +59.1% |
| 1Y | +161.6% | -9.6% | +171.2% | +159.2% |
| 3Y | +346.2% | +25.4% | +320.8% | +251.3% |
| 5Y | +1,047.6% | +114.9% | +932.7% | +531.3% |
| All | +1,090.2% | +209.1% | +881.1% | +402.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling