+59.5%
CAPR vs HRB
+8.1%
+51.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | 0.0% | -10.0% | -10.0% |
| 7D | +7.6% | -4.0% | +11.7% | +8.6% |
| 30D | +13.3% | +15.8% | -2.5% | +9.6% |
| 3M | +130.4% | +12.0% | +118.4% | +121.9% |
| 6M | -70.8% | +40.7% | -111.6% | -73.7% |
| YTD | -69.3% | +21.0% | -90.2% | -17.9% |
| 1Y | +59.5% | +11.7% | +47.9% | +876.9% |
| All | +59.5% | +8.1% | +51.4% | +876.9% |
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 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