-45.0%
ACI vs HRB
+25.9%
-70.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -2.2% |
| 7D | -5.0% | -10.6% | +5.6% | -3.7% |
| 30D | -2.3% | -0.8% | -1.5% | -2.4% |
| 3M | -23.2% | +19.1% | -42.2% | -25.1% |
| 6M | -29.5% | +48.7% | -78.2% | -33.1% |
| YTD | -28.6% | +7.1% | -35.7% | -29.5% |
| 1Y | -34.0% | -8.3% | -25.7% | -33.4% |
| All | -45.0% | +25.9% | -70.9% | -46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling