+316.4%
CFG vs HRB
+161.2%
+155.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | +0.6% |
| 7D | -0.9% | +2.7% | -3.6% | -1.8% |
| 30D | +1.1% | +22.1% | -21.0% | -6.1% |
| 3M | -12.0% | +15.7% | -27.7% | -17.4% |
| 6M | -2.2% | +83.3% | -85.6% | -24.4% |
| YTD | +11.4% | +25.0% | -13.6% | -1.2% |
| 1Y | +27.8% | +6.9% | +20.9% | +20.4% |
| 3Y | +173.3% | +39.0% | +134.3% | +123.0% |
| 5Y | +62.4% | +146.4% | -84.0% | -0.4% |
| 10Y | +249.6% | +254.4% | -4.9% | +71.5% |
| All | +316.4% | +161.2% | +155.2% | +116.4% |
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 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