-78.8%
ABCL vs HRB
+292.4%
-371.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.2% | +8.5% | +5.6% |
| 7D | +12.4% | -2.4% | +14.8% | +12.6% |
| 30D | -0.4% | +15.7% | -16.1% | -2.5% |
| 3M | +80.4% | +11.4% | +69.0% | +76.9% |
| 6M | +138.5% | +40.7% | +97.8% | +125.0% |
| YTD | +265.5% | +21.0% | +244.5% | +253.6% |
| 1Y | +219.7% | +7.2% | +212.4% | +216.3% |
| 3Y | +209.4% | +29.2% | +180.3% | +187.8% |
| 5Y | -15.0% | +142.3% | -157.4% | -21.0% |
| All | -78.8% | +292.4% | -371.2% | -75.6% |
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