+74.4%
CAPR vs HRB
+11.7%
+62.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.5% | -8.2% | -8.6% |
| 7D | +19.1% | -7.8% | +26.9% | +21.1% |
| 30D | +48.8% | +15.7% | +33.1% | +44.1% |
| 3M | +144.4% | -5.5% | +149.9% | +147.0% |
| 6M | -67.5% | +41.1% | -108.7% | -70.7% |
| YTD | -64.5% | +20.4% | -84.9% | -4.1% |
| 1Y | +74.4% | +15.2% | +59.2% | +501.6% |
| All | +74.4% | +11.7% | +62.8% | +501.6% |
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 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