-25.6%
CG vs HRB
+1.1%
-26.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.4% | -1.3% |
| 7D | -4.3% | -5.7% | +1.3% | -3.9% |
| 30D | -5.1% | +7.9% | -13.0% | -5.8% |
| 3M | +8.7% | +32.1% | -23.4% | +5.9% |
| 6M | -9.2% | +62.2% | -71.5% | -13.6% |
| YTD | -18.9% | +16.4% | -35.3% | -16.0% |
| 1Y | -25.6% | -0.3% | -25.4% | -21.8% |
| All | -25.6% | +1.1% | -26.7% | -21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling