+3.7%
ACM vs HRB
+142.1%
-138.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.2% | +8.4% | +5.7% |
| 7D | +6.9% | -2.4% | +9.3% | +7.3% |
| 30D | +19.1% | +15.7% | +3.3% | +16.1% |
| 3M | -6.9% | +11.4% | -18.3% | -9.3% |
| 6M | -12.0% | +40.7% | -52.8% | -18.2% |
| YTD | -25.1% | +21.0% | -46.1% | -28.3% |
| 1Y | -45.4% | +7.2% | -52.7% | -46.4% |
| 3Y | -6.9% | +29.2% | -36.1% | -14.7% |
| 5Y | +3.7% | +142.3% | -138.6% | -19.0% |
| All | +3.7% | +142.1% | -138.4% | -19.0% |
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 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