+216.8%
CB vs HRB
+213.0%
+3.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.5% | +5.0% | +0.1% |
| 7D | -0.6% | -9.1% | +8.4% | +1.6% |
| 30D | -3.9% | +0.3% | -4.2% | -4.5% |
| 3M | +4.9% | +23.4% | -18.5% | -1.0% |
| 6M | +3.3% | +45.1% | -41.9% | -7.2% |
| YTD | +8.5% | +8.9% | -0.4% | +4.4% |
| 1Y | +22.1% | -7.9% | +30.0% | +22.5% |
| 3Y | +70.1% | +27.9% | +42.2% | +52.6% |
| 5Y | +97.4% | +108.3% | -10.9% | +49.5% |
| 10Y | +216.8% | +208.4% | +8.4% | +98.3% |
| All | +216.8% | +213.0% | +3.9% | +98.3% |
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