-36.7%
AUR vs HRB
+129.6%
-166.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.5% |
| 7D | +0.2% | -12.2% | +12.3% | +2.2% |
| 30D | -8.9% | -3.0% | -6.0% | -8.9% |
| 3M | +4.6% | +21.7% | -17.1% | -0.1% |
| 6M | +44.9% | +52.3% | -7.5% | +30.0% |
| YTD | +64.8% | +6.5% | +58.4% | +61.7% |
| 1Y | +16.4% | -6.7% | +23.0% | +17.5% |
| 3Y | +85.1% | +25.1% | +60.0% | +65.7% |
| 5Y | -36.1% | +113.8% | -149.9% | -45.8% |
| All | -36.7% | +129.6% | -166.3% | -46.2% |
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