+580.6%
CF vs HRB
+240.7%
+340.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.0% | +0.8% | -2.2% |
| 7D | +6.0% | -5.7% | +11.7% | +7.6% |
| 30D | +14.8% | +7.9% | +6.9% | +12.1% |
| 3M | +14.1% | +32.1% | -18.1% | +5.0% |
| 6M | +28.5% | +62.2% | -33.7% | +10.6% |
| YTD | +74.9% | +16.4% | +58.5% | +64.5% |
| 1Y | +61.7% | -0.3% | +62.0% | +58.5% |
| 3Y | +80.3% | +36.0% | +44.3% | +55.7% |
| 5Y | +226.0% | +125.2% | +100.8% | +131.7% |
| All | +580.6% | +240.7% | +340.0% | +295.2% |
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