+105.6%
ABCL vs HRB
+38.9%
+66.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.8% | -0.8% |
| 7D | +0.7% | -5.7% | +6.4% | +1.3% |
| 30D | +93.1% | +7.9% | +85.2% | +91.5% |
| 3M | +79.4% | +32.1% | +47.3% | +74.6% |
| 6M | +214.9% | +62.2% | +152.6% | +198.1% |
| YTD | +234.2% | +16.4% | +217.8% | +233.1% |
| 1Y | +174.8% | -0.3% | +175.0% | +180.6% |
| All | +105.6% | +38.9% | +66.7% | +83.1% |
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