+74.7%
CART vs HRB
+34.9%
+39.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.9% |
| 7D | +1.3% | -5.1% | +6.4% | +2.0% |
| 30D | +19.2% | +8.7% | +10.5% | +17.6% |
| 3M | +17.6% | -5.4% | +22.9% | +18.1% |
| 6M | +47.4% | +41.6% | +5.8% | +39.4% |
| YTD | +30.9% | +18.7% | +12.2% | +27.0% |
| 1Y | +46.0% | +16.4% | +29.5% | +41.9% |
| 3Y | +130.3% | +22.0% | +108.3% | +124.1% |
| All | +74.7% | +34.9% | +39.8% | +72.2% |
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