+672.3%
AU vs HRB
+209.1%
+463.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | -4.3% | -8.0% | +3.8% | -4.1% |
| 30D | +7.3% | -16.0% | +23.3% | +7.6% |
| 3M | +26.3% | +26.9% | -0.5% | +25.7% |
| 6M | +1.8% | +51.1% | -49.4% | +0.7% |
| YTD | +26.8% | +7.1% | +19.8% | +26.8% |
| 1Y | +66.7% | -9.6% | +76.3% | +67.8% |
| 3Y | +579.1% | +25.4% | +553.7% | +574.3% |
| 5Y | +689.3% | +114.9% | +574.4% | +674.4% |
| All | +672.3% | +209.1% | +463.1% | +659.0% |
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