+585.0%
CAG vs HRB
+3,081.6%
-2,496.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -0.7% |
| 7D | -6.6% | -10.6% | +4.0% | -5.1% |
| 30D | +2.3% | -0.8% | +3.1% | +2.1% |
| 3M | +16.3% | +19.1% | -2.8% | +12.9% |
| 6M | -16.0% | +48.7% | -64.7% | -21.5% |
| YTD | -7.7% | +7.1% | -14.8% | -9.8% |
| 1Y | -16.0% | -8.3% | -7.7% | -16.0% |
| 3Y | -37.7% | +25.8% | -63.5% | -41.1% |
| 5Y | -41.2% | +111.1% | -152.3% | -49.4% |
| 10Y | -33.8% | +206.6% | -240.4% | -48.7% |
| All | +585.0% | +3,081.6% | -2,496.6% | +144.2% |
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