-24.5%
CGNX vs HRB
+114.1%
-138.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.5% | +3.6% | +4.1% |
| 7D | +3.2% | -8.0% | +11.2% | +3.8% |
| 30D | +6.0% | -16.0% | +22.0% | +7.2% |
| 3M | +3.5% | +26.9% | -23.3% | +0.2% |
| 6M | +26.3% | +51.1% | -24.8% | +18.5% |
| YTD | +79.2% | +7.1% | +72.2% | +79.4% |
| 1Y | +43.8% | -9.6% | +53.4% | +48.8% |
| 3Y | +52.0% | +25.4% | +26.5% | +43.0% |
| All | -24.5% | +114.1% | -138.5% | -32.4% |
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