+33.3%
CAPR vs HRB
-9.2%
+42.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.0% | -4.2% |
| 7D | -12.6% | -10.6% | -2.0% | -10.2% |
| 30D | +124.4% | -0.8% | +125.2% | +122.3% |
| 3M | -66.8% | +19.1% | -85.8% | -68.5% |
| 6M | -71.8% | +48.7% | -120.5% | -76.7% |
| YTD | -70.1% | +7.1% | -77.2% | -45.9% |
| 1Y | +33.3% | -8.3% | +41.7% | +117.6% |
| All | +33.3% | -9.2% | +42.5% | +117.6% |
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