+33.5%
CGNX vs HRB
+16.9%
+16.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +4.4% | -13.1% | -7.7% |
| 7D | -9.2% | +16.0% | -25.2% | -6.0% |
| 30D | -17.6% | +32.1% | -49.6% | -12.4% |
| 3M | -25.7% | +21.5% | -47.2% | -21.9% |
| 6M | -5.5% | +82.1% | -87.6% | +3.3% |
| YTD | +48.1% | +31.6% | +16.5% | +70.2% |
| 1Y | +33.5% | +15.9% | +17.6% | +59.9% |
| All | +33.5% | +16.9% | +16.6% | +59.9% |
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 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