+150.3%
CI vs HRB
+252.0%
-101.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +2.6% | -4.0% | +6.6% | +3.6% |
| 30D | +7.3% | +15.8% | -8.4% | +3.5% |
| 3M | +9.5% | +12.0% | -2.5% | +5.9% |
| 6M | +6.4% | +40.7% | -34.3% | -3.2% |
| YTD | +12.0% | +21.0% | -9.0% | +4.8% |
| 1Y | +20.1% | +11.7% | +8.4% | +14.7% |
| 3Y | +9.6% | +25.0% | -15.4% | -0.3% |
| 5Y | +52.7% | +141.0% | -88.3% | +11.8% |
| 10Y | +150.3% | +241.3% | -91.0% | +57.3% |
| All | +150.3% | +252.0% | -101.7% | +57.3% |
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