-9.1%
ALC vs HRB
+11.7%
-20.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -6.2% | -7.8% | +1.6% | -5.4% |
| 30D | +14.0% | +15.7% | -1.7% | +12.9% |
| 3M | -2.4% | -5.5% | +3.1% | -2.2% |
| 6M | +12.6% | +41.1% | -28.5% | +10.5% |
| YTD | -8.4% | +20.4% | -28.8% | -5.4% |
| 1Y | -9.1% | +15.2% | -24.4% | -5.2% |
| All | -9.1% | +11.7% | -20.8% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling