-46.7%
ACM vs HRB
+15.2%
-61.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | +5.1% | -7.8% | +12.9% | +5.5% |
| 30D | +18.7% | +15.7% | +2.9% | +17.8% |
| 3M | +15.5% | -5.5% | +21.0% | +15.2% |
| 6M | +1.2% | +41.1% | -39.9% | -1.8% |
| YTD | -25.2% | +20.4% | -45.6% | -27.5% |
| All | -46.7% | +15.2% | -61.9% | -48.4% |
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