+7,131.2%
CB vs HRB
+1,491.0%
+5,640.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.2% | +2.4% | -0.6% |
| 7D | +0.2% | +2.7% | -2.4% | -0.5% |
| 30D | +9.1% | +22.1% | -13.0% | +3.0% |
| 3M | +3.4% | +15.7% | -12.3% | -1.6% |
| 6M | +14.1% | +83.3% | -69.2% | -6.0% |
| YTD | +18.0% | +25.0% | -7.0% | +7.4% |
| 1Y | +30.1% | +6.9% | +23.2% | +23.7% |
| 3Y | +71.8% | +39.0% | +32.7% | +47.8% |
| 5Y | +101.8% | +146.4% | -44.6% | +42.2% |
| 10Y | +252.1% | +254.4% | -2.3% | +104.6% |
| All | +7,131.2% | +1,491.0% | +5,640.2% | +2,447.4% |
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