+398.3%
CAH vs HRB
+109.9%
+288.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | -5.1% | -12.2% | +7.1% | -3.8% |
| 30D | -1.8% | -3.0% | +1.2% | -1.7% |
| 3M | +9.4% | +21.7% | -12.4% | +6.4% |
| 6M | +9.2% | +52.3% | -43.1% | +3.0% |
| YTD | +15.7% | +6.5% | +9.2% | +15.0% |
| 1Y | +59.7% | -6.7% | +66.4% | +62.1% |
| 3Y | +178.5% | +25.1% | +153.3% | +165.7% |
| 5Y | +398.3% | +113.8% | +284.5% | +328.5% |
| All | +398.3% | +109.9% | +288.4% | +328.5% |
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