+138.9%
CI vs HRB
+210.7%
-71.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.5% | +4.6% | -0.3% |
| 7D | -2.0% | -9.1% | +7.0% | +0.2% |
| 30D | -1.8% | +0.3% | -2.1% | -2.3% |
| 3M | -4.2% | +23.4% | -27.6% | -9.7% |
| 6M | +2.7% | +45.1% | -42.4% | -7.9% |
| YTD | +1.9% | +8.9% | -7.0% | -1.9% |
| 1Y | -6.3% | -7.9% | +1.7% | -5.9% |
| 3Y | +3.9% | +27.9% | -24.1% | -6.3% |
| 5Y | +41.9% | +108.3% | -66.5% | +8.4% |
| All | +138.9% | +210.7% | -71.8% | +58.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling