+230.8%
ACM vs HRB
+340.0%
-109.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | +1.0% |
| 7D | -3.7% | -5.7% | +1.9% | -1.8% |
| 30D | -11.1% | +7.9% | -19.0% | -14.5% |
| 3M | -8.0% | +32.1% | -40.1% | -17.9% |
| 6M | -29.7% | +62.2% | -91.9% | -42.8% |
| YTD | -29.4% | +16.4% | -45.8% | -35.5% |
| 1Y | -46.4% | -0.3% | -46.2% | -48.6% |
| 3Y | -22.3% | +36.0% | -58.4% | -35.4% |
| 5Y | +4.5% | +125.2% | -120.7% | -31.1% |
| 10Y | +127.6% | +237.7% | -110.0% | +15.8% |
| All | +230.8% | +340.0% | -109.3% | +32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling