+34.3%
ACI vs HRB
+358.5%
-324.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -19.0% |
| YTD | -19.6% | +20.4% | -40.0% | -22.2% |
| 1Y | -22.7% | +15.2% | -38.0% | -24.8% |
| 3Y | -31.2% | +24.3% | -55.6% | -34.2% |
| 5Y | -42.3% | +144.7% | -187.0% | -50.0% |
| All | +34.3% | +358.5% | -324.3% | +13.5% |
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