+362.4%
CFG vs HRB
+143.2%
+219.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +1.3% |
| 7D | +1.5% | -5.7% | +7.2% | +3.6% |
| 30D | -3.8% | +7.9% | -11.7% | -7.1% |
| 3M | +11.5% | +32.1% | -20.6% | -0.6% |
| 6M | +19.2% | +62.2% | -43.1% | -3.7% |
| YTD | +23.7% | +16.4% | +7.3% | +13.0% |
| 1Y | +38.8% | -0.3% | +39.1% | +34.3% |
| 3Y | +178.9% | +36.0% | +142.9% | +129.5% |
| 5Y | +101.8% | +125.2% | -23.4% | +28.3% |
| 10Y | +317.3% | +237.7% | +79.6% | +109.8% |
| All | +362.4% | +143.2% | +219.1% | +147.5% |
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