+196.4%
CFG vs HRB
+38.9%
+157.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +0.4% |
| 7D | +1.5% | -5.7% | +7.2% | +2.2% |
| 30D | -3.8% | +7.9% | -11.7% | -4.9% |
| 3M | +11.5% | +32.1% | -20.6% | +7.2% |
| 6M | +19.2% | +62.2% | -43.1% | +10.9% |
| YTD | +23.7% | +16.4% | +7.3% | +23.4% |
| 1Y | +38.8% | -0.3% | +39.1% | +43.3% |
| All | +196.4% | +38.9% | +157.5% | +163.9% |
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 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