+5.3%
ACGL vs HRB
-5.9%
+11.2%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.5% | +4.0% | -2.0% |
| 7D | -2.9% | -9.1% | +6.1% | -2.3% |
| 30D | -2.8% | +0.3% | -3.1% | -2.8% |
| 3M | +6.8% | +23.4% | -16.6% | +5.4% |
| 6M | -1.5% | +45.1% | -46.7% | -3.0% |
| YTD | -0.2% | +8.9% | -9.1% | +0.7% |
| 1Y | +5.3% | -7.9% | +13.2% | +7.1% |
| All | +5.3% | -5.9% | +11.2% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling