+350.2%
CG vs HRB
+469.6%
-119.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.4% | -0.6% |
| 7D | -4.3% | -5.7% | +1.3% | -2.8% |
| 30D | -5.1% | +7.9% | -13.0% | -7.5% |
| 3M | +8.7% | +32.1% | -23.4% | -0.3% |
| 6M | -9.2% | +62.2% | -71.5% | -22.6% |
| YTD | -18.9% | +16.4% | -35.3% | -23.9% |
| 1Y | -25.6% | -0.3% | -25.4% | -27.3% |
| 3Y | +57.3% | +36.0% | +21.2% | +37.0% |
| 5Y | +10.2% | +125.2% | -115.0% | -18.7% |
| 10Y | +364.2% | +237.7% | +126.6% | +176.8% |
| All | +350.2% | +469.6% | -119.5% | +160.5% |
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