-97.8%
CAPR vs HRB
+339.1%
-436.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -3.2% | +12.7% | +9.9% |
| 7D | +36.0% | -2.4% | +38.5% | +36.5% |
| 30D | +25.8% | +15.7% | +10.1% | +23.1% |
| 3M | +140.8% | +11.4% | +129.5% | +136.0% |
| 6M | -67.6% | +40.7% | -108.3% | -69.6% |
| YTD | -65.9% | +21.0% | -86.8% | -67.5% |
| 1Y | +66.1% | +7.2% | +58.9% | +61.1% |
| 3Y | +256.9% | +29.2% | +227.7% | +233.0% |
| 5Y | +172.1% | +142.3% | +29.8% | +129.4% |
| 10Y | -64.7% | +253.1% | -317.8% | -73.2% |
| All | -97.8% | +339.1% | -436.9% | -97.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling