+74.9%
CB vs HRB
+22.6%
+52.3%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.2% |
| 7D | +2.9% | -5.1% | +8.0% | +3.5% |
| 30D | +7.3% | +8.7% | -1.4% | +6.4% |
| 3M | +9.4% | -5.4% | +14.8% | +9.7% |
| 6M | +19.6% | +41.6% | -21.9% | +15.2% |
| YTD | +21.5% | +18.7% | +2.8% | +21.1% |
| 1Y | +28.0% | +16.4% | +11.6% | +27.9% |
| 3Y | +74.9% | +22.0% | +52.9% | +76.3% |
| All | +74.9% | +22.6% | +52.3% | +76.3% |
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 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