+471.5%
CF vs HRB
+243.1%
+228.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +10.4% | -8.1% | +18.4% | +12.7% |
| 30D | +7.6% | +15.0% | -7.5% | +3.4% |
| 3M | +5.2% | +10.2% | -5.1% | +1.6% |
| 6M | -0.1% | +44.2% | -44.3% | -10.7% |
| YTD | +61.7% | +21.0% | +40.7% | +49.7% |
| 1Y | +50.3% | +12.0% | +38.3% | +42.3% |
| 3Y | +66.0% | +24.9% | +41.1% | +47.0% |
| 5Y | +114.5% | +144.6% | -30.1% | +47.8% |
| 10Y | +471.5% | +229.4% | +242.1% | +241.0% |
| All | +471.5% | +243.1% | +228.4% | +241.0% |
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