+208.5%
CFG vs HRB
+221.6%
-13.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.1% |
| 7D | +3.2% | -5.1% | +8.3% | +5.1% |
| 30D | +5.1% | +8.7% | -3.5% | +1.6% |
| 3M | -11.2% | -5.4% | -5.9% | -10.1% |
| 6M | +9.6% | +41.6% | -32.0% | -6.4% |
| YTD | +15.0% | +18.7% | -3.7% | +3.2% |
| 1Y | +29.9% | +16.4% | +13.4% | +17.3% |
| 3Y | +192.1% | +22.0% | +170.1% | +148.0% |
| 5Y | +62.3% | +141.2% | -78.9% | -5.4% |
| All | +208.5% | +221.6% | -13.1% | +45.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling