+784.0%
AU vs HRB
+976.8%
-192.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.3% | +0.8% |
| 7D | +0.6% | -10.6% | +11.3% | +1.7% |
| 30D | +12.3% | -0.8% | +13.1% | +12.2% |
| 3M | +29.4% | +19.1% | +10.3% | +26.8% |
| 6M | +3.2% | +48.7% | -45.5% | -1.4% |
| YTD | +31.8% | +7.1% | +24.7% | +29.6% |
| 1Y | +83.4% | -8.3% | +91.7% | +83.0% |
| 3Y | +623.1% | +25.8% | +597.3% | +593.4% |
| 5Y | +700.5% | +111.1% | +589.4% | +619.0% |
| 10Y | +717.6% | +206.6% | +511.0% | +570.0% |
| All | +784.0% | +976.8% | -192.8% | +591.9% |
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