+5.5%
ACM vs HRB
+112.6%
-107.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.7% | +0.3% |
| 7D | -0.3% | -9.1% | +8.8% | +1.2% |
| 30D | -12.9% | +0.3% | -13.2% | -13.5% |
| 3M | -6.4% | +23.4% | -29.8% | -10.9% |
| 6M | -29.2% | +45.1% | -74.3% | -35.2% |
| YTD | -29.9% | +8.9% | -38.8% | -31.7% |
| 1Y | -47.3% | -7.9% | -39.4% | -46.7% |
| 3Y | -19.6% | +27.9% | -47.6% | -27.0% |
| 5Y | +5.5% | +108.3% | -102.8% | -13.7% |
| All | +5.5% | +112.6% | -107.1% | -13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling