-47.0%
ACM vs HRB
+16.9%
-63.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.4% | -1.4% | +2.7% |
| 7D | +9.5% | +16.0% | -6.5% | +8.7% |
| 30D | +14.7% | +32.1% | -17.3% | +13.3% |
| 3M | -9.5% | +21.5% | -31.0% | -10.4% |
| 6M | -18.0% | +82.1% | -100.1% | -21.0% |
| YTD | -27.3% | +31.6% | -58.9% | -30.7% |
| 1Y | -47.0% | +15.9% | -62.9% | -50.9% |
| All | -47.0% | +16.9% | -63.9% | -50.9% |
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