-37.7%
CAG vs HRB
+209.1%
-246.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -5.7% | -8.0% | +2.3% | -4.6% |
| 30D | -2.4% | -16.0% | +13.6% | -0.1% |
| 3M | +9.8% | +26.9% | -17.1% | +5.9% |
| 6M | -10.8% | +51.1% | -62.0% | -16.3% |
| YTD | -10.8% | +7.1% | -17.9% | -12.5% |
| 1Y | -19.0% | -9.6% | -9.3% | -18.5% |
| 3Y | -39.7% | +25.4% | -65.1% | -42.6% |
| 5Y | -43.0% | +114.9% | -157.9% | -50.2% |
| All | -37.7% | +209.1% | -246.8% | -46.6% |
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