+4,269.4%
ACGL vs HRB
+1,239.8%
+3,029.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.3% | -0.9% |
| 7D | -0.7% | -5.7% | +4.9% | +0.5% |
| 30D | -1.0% | +7.9% | -8.9% | -3.0% |
| 3M | +11.0% | +32.1% | -21.1% | +4.1% |
| 6M | -0.3% | +62.2% | -62.6% | -11.4% |
| YTD | +2.3% | +16.4% | -14.1% | -2.9% |
| 1Y | +6.4% | -0.3% | +6.6% | +4.3% |
| 3Y | +34.0% | +36.0% | -2.1% | +21.2% |
| 5Y | +161.6% | +125.2% | +36.4% | +108.2% |
| 10Y | +278.6% | +237.7% | +40.9% | +166.2% |
| All | +4,269.4% | +1,239.8% | +3,029.5% | +2,248.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling