-42.3%
ACI vs HRB
+143.9%
-186.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | -0.5% | -7.8% | +7.3% | +0.7% |
| 30D | +4.9% | +15.7% | -10.8% | +2.8% |
| 3M | +11.1% | -5.5% | +16.6% | +11.7% |
| 6M | -14.9% | +41.1% | -56.1% | -18.9% |
| YTD | -19.6% | +20.4% | -40.0% | -22.1% |
| 1Y | -22.7% | +15.2% | -38.0% | -24.7% |
| 3Y | -31.2% | +24.3% | -55.6% | -34.0% |
| 5Y | -42.3% | +144.7% | -187.0% | -49.6% |
| All | -42.3% | +143.9% | -186.2% | -49.6% |
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