+64.1%
CF vs HRB
+25.0%
+39.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +4.8% | -4.0% | +8.8% | +5.0% |
| 30D | +9.7% | +15.8% | -6.1% | +8.4% |
| 3M | +1.2% | +12.0% | -10.8% | +0.2% |
| 6M | +7.4% | +40.7% | -33.4% | +4.5% |
| YTD | +60.5% | +21.0% | +39.5% | +57.3% |
| 1Y | +50.7% | +11.7% | +39.1% | +48.5% |
| All | +64.1% | +25.0% | +39.2% | +57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling