+112.0%
CF vs HRB
+145.8%
-33.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.2% | +4.9% | +1.3% |
| 7D | -3.2% | +2.7% | -5.9% | -3.7% |
| 30D | +4.3% | +22.1% | -17.8% | +0.9% |
| 3M | +2.8% | +15.7% | -12.9% | 0.0% |
| 6M | +0.6% | +83.3% | -82.7% | -10.2% |
| YTD | +56.6% | +25.0% | +31.6% | +49.9% |
| 1Y | +49.6% | +6.9% | +42.7% | +47.7% |
| 3Y | +61.5% | +39.0% | +22.4% | +44.9% |
| All | +112.0% | +145.8% | -33.8% | +59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling