-29.9%
ABCL vs HRB
+140.6%
-170.5%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.9% |
| 7D | -3.3% | -5.1% | +1.8% | -2.5% |
| 30D | -7.1% | +8.7% | -15.8% | -8.8% |
| 3M | +4.7% | -5.4% | +10.1% | +5.4% |
| 6M | +140.9% | +41.6% | +99.3% | +121.7% |
| YTD | +236.0% | +18.7% | +217.3% | +222.7% |
| 1Y | +217.4% | +16.4% | +201.0% | +206.0% |
| 3Y | +188.7% | +22.0% | +166.7% | +162.0% |
| All | -29.9% | +140.6% | -170.5% | -45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling