+11.1%
ATI vs HRB
+41.4%
-30.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.4% | -2.3% | -4.1% |
| 7D | +4.2% | -5.1% | +9.2% | +2.7% |
| 30D | -2.5% | +8.7% | -11.2% | -0.1% |
| 3M | -19.4% | -5.4% | -14.0% | -20.9% |
| 6M | +11.1% | +41.6% | -30.5% | +35.7% |
| All | +11.1% | +41.4% | -30.3% | +35.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling