+487.0%
CF vs HRB
+246.2%
+240.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.2% | +0.7% |
| 7D | -0.9% | -2.4% | +1.6% | -0.4% |
| 30D | +6.9% | +15.7% | -8.8% | +2.6% |
| 3M | +4.8% | +11.4% | -6.5% | +1.0% |
| 6M | +4.7% | +40.7% | -36.1% | -6.0% |
| YTD | +56.5% | +21.0% | +35.5% | +44.9% |
| 1Y | +48.4% | +7.2% | +41.2% | +42.2% |
| 3Y | +59.1% | +29.2% | +30.0% | +39.2% |
| 5Y | +109.5% | +142.3% | -32.8% | +44.5% |
| 10Y | +487.0% | +253.1% | +233.9% | +243.1% |
| All | +487.0% | +246.2% | +240.7% | +243.1% |
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