+67.8%
CF vs HRB
+22.6%
+45.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.6% | +0.2% |
| 7D | +4.8% | -5.1% | +9.9% | +5.1% |
| 30D | +4.7% | +8.7% | -4.0% | +3.9% |
| 3M | +7.4% | -5.4% | +12.8% | +7.6% |
| 6M | +0.6% | +41.6% | -41.0% | -2.1% |
| YTD | +64.1% | +18.7% | +45.5% | +61.1% |
| 1Y | +51.4% | +16.4% | +35.0% | +48.7% |
| 3Y | +67.8% | +22.0% | +45.8% | +61.2% |
| All | +67.8% | +22.6% | +45.2% | +61.2% |
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 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