+1,141.3%
ATI vs HRB
+945.8%
+195.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.0% | +7.0% | +4.8% |
| 7D | -0.1% | -5.7% | +5.6% | +2.5% |
| 30D | +2.7% | +7.9% | -5.2% | -2.0% |
| 3M | +16.3% | +32.1% | -15.8% | -0.6% |
| 6M | +30.2% | +62.2% | -32.1% | -2.5% |
| YTD | +83.6% | +16.4% | +67.2% | +58.8% |
| 1Y | +173.0% | -0.3% | +173.3% | +152.4% |
| 3Y | +356.6% | +36.0% | +320.6% | +245.0% |
| 5Y | +1,074.2% | +125.2% | +949.0% | +555.8% |
| 10Y | +1,136.2% | +237.7% | +898.5% | +424.4% |
| All | +1,141.3% | +945.8% | +195.4% | +216.9% |
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