+12,562.8%
CGNX vs HRB
+3,080.2%
+9,482.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.5% | +3.6% | +3.9% |
| 7D | +3.2% | -8.0% | +11.2% | +5.6% |
| 30D | +6.0% | -16.0% | +22.0% | +11.0% |
| 3M | +3.5% | +26.9% | -23.3% | -5.3% |
| 6M | +26.3% | +51.1% | -24.8% | +8.0% |
| YTD | +79.2% | +7.1% | +72.2% | +68.3% |
| 1Y | +43.8% | -9.6% | +53.4% | +41.6% |
| 3Y | +52.0% | +25.4% | +26.5% | +32.1% |
| 5Y | -24.0% | +114.9% | -139.0% | -45.9% |
| 10Y | +189.1% | +206.4% | -17.4% | +67.8% |
| All | +12,562.8% | +3,080.2% | +9,482.6% | +2,738.8% |
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