+323.5%
ACGL vs HRB
+226.2%
+97.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -1.2% | -7.8% | +6.6% | +1.2% |
| 30D | +12.8% | +15.7% | -2.9% | +7.9% |
| 3M | +12.3% | -5.5% | +17.8% | +13.8% |
| 6M | +15.8% | +41.1% | -25.3% | +3.1% |
| YTD | +13.9% | +20.4% | -6.5% | +5.0% |
| 1Y | +19.0% | +15.2% | +3.8% | +11.2% |
| 3Y | +33.7% | +24.3% | +9.3% | +18.5% |
| 5Y | +173.4% | +144.7% | +28.7% | +82.3% |
| All | +323.5% | +226.2% | +97.3% | +135.1% |
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 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