+76.3%
CL vs HRB
+246.2%
-170.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.2% | +4.7% | +1.9% |
| 7D | +0.5% | -2.4% | +3.0% | +0.9% |
| 30D | +11.6% | +15.7% | -4.1% | +9.2% |
| 3M | +5.6% | +11.4% | -5.8% | +3.6% |
| 6M | +13.2% | +40.7% | -27.6% | +7.1% |
| YTD | +26.9% | +21.0% | +6.0% | +22.3% |
| 1Y | +27.3% | +7.2% | +20.1% | +25.0% |
| 3Y | +39.7% | +29.2% | +10.6% | +31.9% |
| 5Y | +41.3% | +142.3% | -101.0% | +18.7% |
| 10Y | +76.3% | +253.1% | -176.8% | +38.4% |
| All | +76.3% | +246.2% | -170.0% | +38.4% |
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