+135.7%
ABCL vs HRB
+79.9%
+55.8%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -4.2% | +11.0% | +5.9% |
| 7D | -3.2% | +2.7% | -5.9% | -2.6% |
| 30D | -7.4% | +22.1% | -29.5% | -4.0% |
| 3M | +81.9% | +15.7% | +66.2% | +89.6% |
| 6M | +135.7% | +83.3% | +52.4% | +177.0% |
| All | +135.7% | +79.9% | +55.8% | +177.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling