+148.6%
CAPR vs HRB
+150.3%
-1.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.2% | +8.9% | +5.3% |
| 7D | +41.1% | +2.7% | +38.4% | +40.6% |
| 30D | +11.1% | +22.1% | -11.0% | +8.0% |
| 3M | +115.3% | +15.7% | +99.6% | +109.7% |
| 6M | -73.8% | +83.3% | -157.2% | -76.7% |
| YTD | -68.8% | +25.0% | -93.8% | -69.6% |
| 1Y | +43.3% | +6.9% | +36.4% | +41.1% |
| 3Y | +214.7% | +39.0% | +175.6% | +194.3% |
| All | +148.6% | +150.3% | -1.6% | +127.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling