+129.8%
ACM vs HRB
+243.1%
-113.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +3.0% | -8.1% | +11.1% | +5.4% |
| 30D | +19.7% | +15.0% | +4.6% | +14.6% |
| 3M | +5.3% | +10.2% | -4.9% | +1.0% |
| 6M | -10.8% | +44.2% | -55.0% | -21.7% |
| YTD | -25.1% | +21.0% | -46.0% | -31.5% |
| 1Y | -45.8% | +12.0% | -57.8% | -49.2% |
| 3Y | -9.4% | +24.9% | -34.3% | -20.6% |
| 5Y | +4.8% | +144.6% | -139.8% | -30.8% |
| 10Y | +129.8% | +229.4% | -99.6% | +25.8% |
| All | +129.8% | +243.1% | -113.3% | +25.8% |
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