+266.9%
ACGL vs HRB
+213.0%
+53.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.5% | +4.0% | -0.5% |
| 7D | -2.9% | -9.1% | +6.1% | -0.2% |
| 30D | -2.8% | +0.3% | -3.1% | -3.5% |
| 3M | +6.8% | +23.4% | -16.6% | -0.7% |
| 6M | -1.5% | +45.1% | -46.7% | -13.9% |
| YTD | -0.2% | +8.9% | -9.1% | -5.0% |
| 1Y | +5.3% | -7.9% | +13.2% | +5.6% |
| 3Y | +30.3% | +27.9% | +2.3% | +13.8% |
| 5Y | +151.8% | +108.3% | +43.5% | +77.4% |
| 10Y | +266.9% | +208.4% | +58.4% | +106.3% |
| All | +266.9% | +213.0% | +53.9% | +106.3% |
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 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