+51.5%
CART vs HRB
+32.3%
+19.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | -0.7% |
| 7D | +1.0% | -5.7% | +6.7% | +1.8% |
| 30D | +12.6% | +7.9% | +4.7% | +11.1% |
| 3M | +23.1% | +32.1% | -9.0% | +17.7% |
| 6M | +39.5% | +62.2% | -22.7% | +29.7% |
| YTD | +13.5% | +16.4% | -2.9% | +10.7% |
| 1Y | +14.9% | -0.3% | +15.1% | +14.1% |
| All | +51.5% | +32.3% | +19.2% | +50.1% |
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