+101.5%
CFG vs HRB
+112.6%
-11.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.5% | +5.3% | +0.1% |
| 7D | +2.7% | -9.1% | +11.7% | +4.6% |
| 30D | -3.7% | +0.3% | -3.9% | -4.2% |
| 3M | +9.5% | +23.4% | -13.9% | +4.0% |
| 6M | +22.2% | +45.1% | -22.9% | +11.1% |
| YTD | +22.3% | +8.9% | +13.4% | +19.7% |
| 1Y | +39.4% | -7.9% | +47.4% | +42.7% |
| 3Y | +188.5% | +27.9% | +160.6% | +159.4% |
| 5Y | +101.5% | +108.3% | -6.8% | +59.7% |
| All | +101.5% | +112.6% | -11.1% | +59.7% |
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