-80.3%
ABCL vs HRB
+290.5%
-370.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.7% |
| 7D | +4.4% | -7.8% | +12.2% | +5.3% |
| 30D | -7.9% | +15.7% | -23.6% | -9.9% |
| 3M | +12.2% | -5.5% | +17.7% | +12.9% |
| 6M | +134.7% | +41.1% | +93.6% | +121.3% |
| YTD | +239.8% | +20.4% | +219.4% | +228.9% |
| 1Y | +192.7% | +15.2% | +177.5% | +185.6% |
| 3Y | +187.6% | +24.3% | +163.3% | +169.7% |
| 5Y | -22.6% | +144.7% | -167.3% | -27.8% |
| All | -80.3% | +290.5% | -370.8% | -77.3% |
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