-35.1%
AUR vs HRB
+114.1%
-149.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.0% | +1.5% |
| 7D | +1.4% | -8.0% | +9.5% | +2.8% |
| 30D | -6.4% | -16.0% | +9.6% | -3.7% |
| 3M | +7.7% | +26.9% | -19.2% | +1.7% |
| 6M | +44.5% | +51.1% | -6.6% | +29.4% |
| YTD | +67.4% | +7.1% | +60.4% | +64.1% |
| 1Y | +15.4% | -9.6% | +25.1% | +18.1% |
| 3Y | +94.8% | +25.4% | +69.4% | +72.4% |
| All | -35.1% | +114.1% | -149.2% | -46.9% |
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 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