+5.5%
CG vs HRB
+104.8%
-99.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -3.6% |
| 7D | -6.4% | -10.6% | +4.2% | -4.1% |
| 30D | -7.1% | -0.8% | -6.2% | -7.3% |
| 3M | -1.6% | +19.1% | -20.6% | -6.4% |
| 6M | -8.3% | +48.7% | -57.0% | -18.6% |
| YTD | -23.8% | +7.1% | -30.9% | -25.5% |
| 1Y | -28.7% | -8.3% | -20.4% | -27.3% |
| 3Y | +49.2% | +25.8% | +23.3% | +31.8% |
| 5Y | +5.5% | +111.1% | -105.6% | -21.9% |
| All | +5.5% | +104.8% | -99.3% | -21.9% |
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