+30.2%
ALC vs HRB
+167.1%
-136.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.4% | +4.6% | +3.5% |
| 7D | -1.1% | -5.1% | +4.0% | -0.1% |
| 30D | +16.0% | +8.7% | +7.4% | +14.3% |
| 3M | +0.8% | -5.4% | +6.2% | +1.7% |
| 6M | +16.8% | +41.6% | -24.7% | +8.7% |
| YTD | -5.5% | +18.7% | -24.1% | -9.5% |
| 1Y | -5.3% | +16.4% | -21.7% | -9.0% |
| 3Y | +4.1% | +22.0% | -17.9% | -2.4% |
| 5Y | -7.1% | +141.2% | -148.3% | -27.0% |
| All | +30.2% | +167.1% | -136.9% | -3.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling