-6.9%
ACM vs HRB
+33.7%
-40.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.2% | +8.4% | +5.5% |
| 7D | +6.9% | -2.4% | +9.3% | +7.1% |
| 30D | +19.1% | +15.7% | +3.3% | +17.2% |
| 3M | -6.9% | +11.4% | -18.3% | -8.4% |
| 6M | -12.0% | +40.7% | -52.8% | -16.2% |
| YTD | -25.1% | +21.0% | -46.1% | -26.8% |
| 1Y | -45.4% | +7.2% | -52.7% | -45.5% |
| 3Y | -6.9% | +29.2% | -36.1% | -15.1% |
| All | -6.9% | +33.7% | -40.6% | -15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling