+7,463.6%
CI vs HRB
+3,357.9%
+4,105.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | -0.3% |
| 7D | +1.3% | -5.7% | +7.0% | +2.8% |
| 30D | +4.4% | +7.9% | -3.5% | +2.0% |
| 3M | +0.7% | +32.1% | -31.5% | -7.1% |
| 6M | +0.3% | +62.2% | -61.9% | -13.3% |
| YTD | +3.8% | +16.4% | -12.6% | -2.6% |
| 1Y | -5.5% | -0.3% | -5.2% | -7.8% |
| 3Y | +8.1% | +36.0% | -27.9% | -4.6% |
| 5Y | +42.8% | +125.2% | -82.4% | +7.0% |
| 10Y | +143.9% | +237.7% | -93.8% | +52.7% |
| All | +7,463.6% | +3,357.9% | +4,105.7% | +2,126.6% |
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