+678.6%
AU vs HRB
+114.1%
+564.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | -4.3% | -8.0% | +3.8% | -4.2% |
| 30D | +7.3% | -16.0% | +23.3% | +7.3% |
| 3M | +26.3% | +26.9% | -0.5% | +26.3% |
| 6M | +1.8% | +51.1% | -49.4% | +1.3% |
| YTD | +26.8% | +7.1% | +19.8% | +27.8% |
| 1Y | +66.7% | -9.6% | +76.3% | +69.8% |
| 3Y | +579.1% | +25.4% | +553.7% | +578.6% |
| All | +678.6% | +114.1% | +564.6% | +718.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling