+42.5%
CI vs HRB
+126.2%
-83.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | -0.6% |
| 7D | +1.3% | -5.7% | +7.0% | +2.3% |
| 30D | +4.4% | +7.9% | -3.5% | +2.9% |
| 3M | +0.7% | +32.1% | -31.5% | -4.3% |
| 6M | +0.3% | +62.2% | -61.9% | -8.6% |
| YTD | +3.8% | +16.4% | -12.6% | +0.8% |
| 1Y | -5.5% | -0.3% | -5.2% | -5.4% |
| 3Y | +8.1% | +36.0% | -27.9% | +0.8% |
| All | +42.5% | +126.2% | -83.7% | +19.7% |
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