-45.8%
ACM vs HRB
+11.2%
-57.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +3.0% | -8.1% | +11.1% | +3.5% |
| 30D | +19.7% | +15.0% | +4.6% | +18.9% |
| 3M | +5.3% | +10.2% | -4.9% | +4.8% |
| 6M | -10.8% | +44.2% | -55.0% | -13.4% |
| YTD | -25.1% | +21.0% | -46.0% | -28.1% |
| 1Y | -45.8% | +12.0% | -57.8% | -49.0% |
| All | -45.8% | +11.2% | -57.0% | -49.0% |
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