-68.2%
CAPR vs HRB
+252.0%
-320.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | 0.0% | -10.0% | -10.0% |
| 7D | +7.6% | -4.0% | +11.7% | +8.7% |
| 30D | +13.3% | +15.8% | -2.5% | +9.0% |
| 3M | +130.4% | +12.0% | +118.4% | +121.7% |
| 6M | -70.8% | +40.7% | -111.6% | -74.0% |
| YTD | -69.3% | +21.0% | -90.2% | -71.9% |
| 1Y | +59.5% | +11.7% | +47.9% | +49.8% |
| 3Y | +216.8% | +25.0% | +191.8% | +179.6% |
| 5Y | +152.7% | +141.0% | +11.7% | +76.1% |
| 10Y | -68.2% | +241.3% | -309.5% | -83.9% |
| All | -68.2% | +252.0% | -320.2% | -83.9% |
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