+330.6%
ACGL vs HRB
+246.2%
+84.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.7% |
| 7D | -1.1% | -2.4% | +1.3% | -0.4% |
| 30D | +13.1% | +15.7% | -2.6% | +8.2% |
| 3M | +9.8% | +11.4% | -1.6% | +5.4% |
| 6M | +15.3% | +40.7% | -25.5% | +2.7% |
| YTD | +12.7% | +21.0% | -8.2% | +3.8% |
| 1Y | +20.7% | +7.2% | +13.5% | +15.5% |
| 3Y | +34.3% | +29.2% | +5.1% | +17.5% |
| 5Y | +170.6% | +142.3% | +28.3% | +81.2% |
| 10Y | +330.6% | +253.1% | +77.5% | +135.9% |
| All | +330.6% | +246.2% | +84.3% | +135.9% |
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