+6,646.7%
CB vs HRB
+1,381.4%
+5,265.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.0% | +2.1% | -0.8% |
| 7D | +0.5% | -5.7% | +6.2% | +2.1% |
| 30D | -3.1% | +7.9% | -11.0% | -5.7% |
| 3M | +9.0% | +32.1% | -23.2% | -0.2% |
| 6M | +2.9% | +62.2% | -59.4% | -12.3% |
| YTD | +10.1% | +16.4% | -6.3% | +2.5% |
| 1Y | +22.8% | -0.3% | +23.1% | +19.2% |
| 3Y | +73.8% | +36.0% | +37.8% | +50.6% |
| 5Y | +99.2% | +125.2% | -26.0% | +44.1% |
| 10Y | +218.2% | +237.7% | -19.4% | +87.7% |
| All | +6,646.7% | +1,381.4% | +5,265.2% | +2,331.6% |
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