-35.7%
AUR vs HRB
+130.8%
-166.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.0% | +1.5% |
| 7D | +1.4% | -8.0% | +9.5% | +2.7% |
| 30D | -6.4% | -16.0% | +9.6% | -3.8% |
| 3M | +7.7% | +26.9% | -19.2% | +2.0% |
| 6M | +44.5% | +51.1% | -6.6% | +30.1% |
| YTD | +67.4% | +7.1% | +60.4% | +64.1% |
| 1Y | +15.4% | -9.6% | +25.1% | +17.8% |
| 3Y | +94.8% | +25.4% | +69.4% | +74.4% |
| 5Y | -35.1% | +114.9% | -150.0% | -45.0% |
| All | -35.7% | +130.8% | -166.5% | -45.3% |
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