+23.8%
ALC vs HRB
+162.0%
-138.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.0% | +1.8% | -1.5% |
| 7D | -2.1% | -5.7% | +3.6% | -1.1% |
| 30D | -0.1% | +7.9% | -8.0% | -1.8% |
| 3M | +5.9% | +32.1% | -26.2% | 0.0% |
| 6M | -15.9% | +62.2% | -78.2% | -24.3% |
| YTD | -10.1% | +16.4% | -26.5% | -13.5% |
| 1Y | -10.2% | -0.3% | -10.0% | -10.9% |
| 3Y | -13.6% | +36.0% | -49.6% | -20.9% |
| 5Y | -15.1% | +125.2% | -140.3% | -32.4% |
| All | +23.8% | +162.0% | -138.2% | -8.2% |
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 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