+113.8%
CF vs HRB
+143.9%
-30.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.4% |
| 7D | +5.4% | -7.8% | +13.1% | +6.6% |
| 30D | +6.5% | +15.7% | -9.2% | +3.9% |
| 3M | +4.6% | -5.5% | +10.1% | +5.2% |
| 6M | -3.3% | +41.1% | -44.4% | -9.3% |
| YTD | +63.9% | +20.4% | +43.5% | +57.7% |
| 1Y | +50.4% | +15.2% | +35.2% | +46.0% |
| 3Y | +68.2% | +24.3% | +43.9% | +55.1% |
| 5Y | +113.8% | +144.7% | -30.9% | +60.4% |
| All | +113.8% | +143.9% | -30.1% | +60.4% |
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 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