+130.3%
CART vs HRB
+24.9%
+105.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -0.6% | -8.1% | +7.5% | +0.7% |
| 30D | +23.1% | +15.0% | +8.1% | +20.3% |
| 3M | +19.2% | +10.2% | +9.0% | +16.9% |
| 6M | +45.7% | +44.2% | +1.4% | +36.7% |
| YTD | +30.9% | +21.0% | +9.9% | +26.7% |
| 1Y | +50.2% | +12.0% | +38.2% | +47.1% |
| All | +130.3% | +24.9% | +105.4% | +107.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling