-47.8%
ACM vs HRB
-9.2%
-38.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.4% | -3.0% |
| 7D | -3.7% | -10.6% | +6.9% | -3.5% |
| 30D | -12.7% | -0.8% | -11.8% | -12.7% |
| 3M | -9.8% | +19.1% | -28.9% | -11.1% |
| 6M | -31.4% | +48.7% | -80.1% | -32.9% |
| YTD | -32.1% | +7.1% | -39.2% | -34.7% |
| 1Y | -47.8% | -8.3% | -39.5% | -51.0% |
| All | -47.8% | -9.2% | -38.7% | -51.0% |
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