+172.1%
ACGL vs HRB
+140.6%
+31.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.8% | +0.6% |
| 7D | +2.2% | -5.1% | +7.3% | +3.1% |
| 30D | +12.3% | +8.7% | +3.6% | +10.7% |
| 3M | +11.8% | -5.4% | +17.2% | +12.6% |
| 6M | +17.5% | +41.6% | -24.1% | +9.9% |
| YTD | +14.3% | +18.7% | -4.4% | +10.7% |
| 1Y | +18.2% | +16.4% | +1.7% | +14.8% |
| 3Y | +33.2% | +22.0% | +11.2% | +26.5% |
| All | +172.1% | +140.6% | +31.5% | +121.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling