-16.7%
ALC vs HRB
+104.8%
-121.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.7% |
| 7D | -5.3% | -10.6% | +5.3% | -3.6% |
| 30D | -7.1% | -0.8% | -6.2% | -7.2% |
| 3M | +0.8% | +19.1% | -18.3% | -2.5% |
| 6M | -16.0% | +48.7% | -64.7% | -22.0% |
| YTD | -12.7% | +7.1% | -19.8% | -13.8% |
| 1Y | -12.8% | -8.3% | -4.5% | -11.3% |
| 3Y | -15.8% | +25.8% | -41.7% | -21.0% |
| 5Y | -16.7% | +111.1% | -127.7% | -36.1% |
| All | -16.7% | +104.8% | -121.5% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling