-15.0%
ALC vs HRB
+28.7%
-43.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.5% | +4.5% | -1.2% |
| 7D | -3.7% | -9.1% | +5.4% | -2.6% |
| 30D | -3.7% | +0.3% | -4.0% | -3.9% |
| 3M | +4.6% | +23.4% | -18.8% | +1.7% |
| 6M | -14.6% | +45.1% | -59.7% | -18.5% |
| YTD | -11.9% | +8.9% | -20.7% | -11.7% |
| 1Y | -13.1% | -7.9% | -5.2% | -10.3% |
| 3Y | -15.0% | +27.9% | -42.9% | -19.0% |
| All | -15.0% | +28.7% | -43.7% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling