+62.0%
CFG vs HRB
+145.8%
-83.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | -0.1% |
| 7D | -0.9% | +2.7% | -3.6% | -1.4% |
| 30D | +1.1% | +22.1% | -21.0% | -2.8% |
| 3M | -12.0% | +15.7% | -27.7% | -14.9% |
| 6M | -2.2% | +83.3% | -85.6% | -15.2% |
| YTD | +11.4% | +25.0% | -13.6% | +6.2% |
| 1Y | +27.8% | +6.9% | +20.9% | +27.1% |
| 3Y | +173.3% | +39.0% | +134.3% | +143.7% |
| All | +62.0% | +145.8% | -83.8% | +22.4% |
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