-70.5%
CBRS vs HRB
+57.1%
-127.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +4.4% | -10.5% | -4.2% |
| 7D | -18.4% | +16.0% | -34.4% | -12.9% |
| 30D | -49.4% | +32.1% | -81.5% | -43.1% |
| 3M | -59.6% | +21.5% | -81.1% | -56.2% |
| All | -70.5% | +57.1% | -127.5% | -61.8% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling