+126.8%
ACM vs HRB
+207.5%
-80.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | -5.9% | -12.2% | +6.3% | -2.4% |
| 30D | -6.2% | -3.0% | -3.2% | -6.4% |
| 3M | -7.9% | +21.7% | -29.6% | -14.5% |
| 6M | -30.6% | +52.3% | -82.9% | -40.9% |
| YTD | -33.3% | +6.5% | -39.8% | -36.4% |
| 1Y | -49.2% | -6.7% | -42.5% | -49.7% |
| 3Y | -23.5% | +25.1% | -48.6% | -33.3% |
| 5Y | +0.9% | +113.8% | -112.8% | -30.0% |
| All | +126.8% | +207.5% | -80.7% | +30.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling