+164.5%
ACGL vs HRB
+126.2%
+38.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.3% | -1.1% |
| 7D | -0.7% | -5.7% | +4.9% | +0.2% |
| 30D | -1.0% | +7.9% | -8.9% | -2.6% |
| 3M | +11.0% | +32.1% | -21.1% | +5.2% |
| 6M | -0.3% | +62.2% | -62.6% | -9.4% |
| YTD | +2.3% | +16.4% | -14.1% | -0.6% |
| 1Y | +6.4% | -0.3% | +6.6% | +6.8% |
| 3Y | +34.0% | +36.0% | -2.1% | +23.9% |
| All | +164.5% | +126.2% | +38.3% | +121.0% |
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