+5,331.8%
CF vs HRB
+306.2%
+5,025.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.2% | +4.9% | +2.0% |
| 7D | -3.2% | +2.7% | -5.9% | -4.2% |
| 30D | +4.3% | +22.1% | -17.8% | -2.5% |
| 3M | +2.8% | +15.7% | -12.9% | -3.0% |
| 6M | +0.6% | +83.3% | -82.7% | -19.8% |
| YTD | +56.6% | +25.0% | +31.6% | +40.4% |
| 1Y | +49.6% | +6.9% | +42.7% | +41.2% |
| 3Y | +61.5% | +39.0% | +22.4% | +34.4% |
| 5Y | +124.0% | +146.4% | -22.4% | +47.2% |
| 10Y | +573.2% | +254.4% | +318.7% | +250.0% |
| All | +5,331.8% | +306.2% | +5,025.6% | +1,811.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling