+252.7%
ACM vs HRB
+357.4%
-104.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +6.6% | -4.0% | +10.7% | +8.0% |
| 30D | +19.8% | +15.8% | +4.0% | +13.6% |
| 3M | -3.1% | +12.0% | -15.2% | -8.5% |
| 6M | -11.5% | +40.7% | -52.3% | -23.3% |
| YTD | -24.7% | +21.0% | -45.7% | -32.5% |
| 1Y | -45.1% | +11.7% | -56.7% | -49.4% |
| 3Y | -8.9% | +25.0% | -33.8% | -21.9% |
| 5Y | +5.4% | +141.0% | -135.6% | -32.3% |
| 10Y | +131.1% | +241.3% | -110.2% | +17.1% |
| All | +252.7% | +357.4% | -104.6% | +38.4% |
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