-46.4%
ACM vs HRB
+1.1%
-47.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | -0.3% |
| 7D | -3.7% | -5.7% | +1.9% | -3.7% |
| 30D | -11.1% | +7.9% | -19.0% | -11.3% |
| 3M | -8.0% | +32.1% | -40.1% | -9.6% |
| 6M | -29.7% | +62.2% | -91.9% | -31.5% |
| YTD | -29.4% | +16.4% | -45.8% | -32.1% |
| 1Y | -46.4% | -0.3% | -46.2% | -49.5% |
| All | -46.4% | +1.1% | -47.5% | -49.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling