+73.5%
CART vs HRB
+37.5%
+36.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.3% | -4.0% | +4.3% | +0.8% |
| 30D | +22.4% | +15.8% | +6.7% | +19.7% |
| 3M | +15.6% | +12.0% | +3.6% | +13.3% |
| 6M | +44.9% | +40.7% | +4.2% | +37.1% |
| YTD | +30.0% | +21.0% | +9.0% | +25.8% |
| 1Y | +56.6% | +11.7% | +45.0% | +53.1% |
| 3Y | +131.9% | +25.0% | +107.0% | +125.3% |
| All | +73.5% | +37.5% | +36.0% | +70.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling