+47.2%
CAPR vs HRB
+16.9%
+30.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.4% | +3.9% | +7.1% |
| 7D | +43.2% | +16.0% | +27.1% | +38.0% |
| 30D | +14.7% | +32.1% | -17.4% | +7.0% |
| 3M | +113.9% | +21.5% | +92.4% | +101.4% |
| 6M | -73.4% | +82.1% | -155.5% | -79.1% |
| YTD | -69.1% | +31.6% | -100.7% | -26.1% |
| 1Y | +47.2% | +15.9% | +31.3% | +1,173.0% |
| All | +47.2% | +16.9% | +30.3% | +1,173.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling