+14,817.8%
CAH vs HRB
+3,134.5%
+11,683.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.5% | +3.8% | -1.3% |
| 7D | +0.5% | -9.1% | +9.5% | +2.5% |
| 30D | +1.7% | +0.3% | +1.5% | +1.1% |
| 3M | +17.9% | +23.4% | -5.5% | +11.8% |
| 6M | +10.9% | +45.1% | -34.2% | +0.4% |
| YTD | +17.9% | +8.9% | +9.0% | +13.0% |
| 1Y | +61.7% | -7.9% | +69.6% | +60.5% |
| 3Y | +183.7% | +27.9% | +155.8% | +157.8% |
| 5Y | +401.3% | +108.3% | +293.0% | +298.9% |
| 10Y | +293.7% | +208.4% | +85.2% | +169.5% |
| All | +14,817.8% | +3,134.5% | +11,683.3% | +5,397.6% |
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 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