+43.8%
CGNX vs HRB
-6.2%
+50.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.5% | +3.6% | +4.2% |
| 7D | +3.2% | -8.0% | +11.2% | +1.5% |
| 30D | +6.0% | -16.0% | +22.0% | +2.6% |
| 3M | +3.5% | +26.9% | -23.3% | +8.4% |
| 6M | +26.3% | +51.1% | -24.8% | +33.7% |
| YTD | +79.2% | +7.1% | +72.2% | +88.3% |
| 1Y | +43.8% | -9.6% | +53.4% | +49.0% |
| All | +43.8% | -6.2% | +50.0% | +49.0% |
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