+66.2%
CART vs HRB
+9.5%
+56.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.8% | +1.2% |
| 7D | +3.0% | +2.7% | +0.3% | +2.6% |
| 30D | +28.6% | +22.1% | +6.5% | +25.0% |
| 3M | +29.1% | +15.7% | +13.4% | +26.1% |
| 6M | +44.7% | +83.3% | -38.6% | +33.6% |
| YTD | +29.2% | +25.0% | +4.2% | +25.8% |
| 1Y | +66.2% | +6.9% | +59.2% | +63.7% |
| All | +66.2% | +9.5% | +56.7% | +63.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling