-80.6%
ABCL vs HRB
+253.3%
-333.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.5% | +6.5% | +1.0% |
| 7D | +1.4% | -9.1% | +10.5% | +2.8% |
| 30D | +65.1% | +0.3% | +64.8% | +64.7% |
| 3M | +111.1% | +23.4% | +87.7% | +103.7% |
| 6M | +231.6% | +45.1% | +186.5% | +209.5% |
| YTD | +234.5% | +8.9% | +225.6% | +229.2% |
| 1Y | +174.3% | -7.9% | +182.3% | +178.6% |
| 3Y | +111.5% | +27.9% | +83.5% | +95.8% |
| 5Y | -37.3% | +108.3% | -145.6% | -41.0% |
| All | -80.6% | +253.3% | -333.8% | -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