-64.8%
CAPR vs HRB
+41.1%
-105.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | 0.0% | +26.5% | +26.5% |
| 7D | +25.8% | -8.1% | +33.9% | +25.5% |
| 30D | +50.2% | +15.0% | +35.2% | +52.4% |
| 3M | +185.5% | +10.2% | +175.3% | +180.3% |
| 6M | -64.8% | +44.2% | -109.1% | -52.7% |
| All | -64.8% | +41.1% | -105.9% | -52.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling