+93.0%
CAPR vs HRB
+127.3%
-34.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.0% | +5.3% | +1.8% |
| 7D | -2.0% | -5.7% | +3.7% | -1.2% |
| 30D | +139.2% | +7.9% | +131.3% | +135.4% |
| 3M | -66.4% | +32.1% | -98.5% | -67.9% |
| 6M | -63.1% | +62.2% | -125.4% | -66.5% |
| YTD | -67.4% | +16.4% | -83.8% | -68.0% |
| 1Y | +58.2% | -0.3% | +58.5% | +57.2% |
| 3Y | +42.2% | +36.0% | +6.2% | +33.7% |
| All | +93.0% | +127.3% | -34.3% | +78.1% |
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