+165.5%
ABCL vs HRB
+36.2%
+129.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -4.2% | +11.0% | +6.8% |
| 7D | -3.2% | +2.7% | -5.9% | -3.3% |
| 30D | -7.4% | +22.1% | -29.5% | -8.4% |
| 3M | +81.9% | +15.7% | +66.2% | +80.6% |
| 6M | +135.7% | +83.3% | +52.4% | +123.6% |
| YTD | +247.4% | +25.0% | +222.4% | +246.6% |
| 1Y | +162.3% | +6.9% | +155.3% | +167.6% |
| 3Y | +165.5% | +39.0% | +126.4% | +154.5% |
| All | +165.5% | +36.2% | +129.2% | +154.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling