+53.4%
CL vs HRB
+213.0%
-159.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.1% | +0.5% |
| 7D | -1.4% | -9.1% | +7.7% | 0.0% |
| 30D | -5.2% | +0.3% | -5.5% | -5.5% |
| 3M | +3.3% | +23.4% | -20.1% | -0.2% |
| 6M | -4.4% | +45.1% | -49.5% | -10.3% |
| YTD | +13.9% | +8.9% | +5.0% | +11.5% |
| 1Y | +7.6% | -7.9% | +15.6% | +8.2% |
| 3Y | +29.6% | +27.9% | +1.6% | +22.2% |
| 5Y | +28.1% | +108.3% | -80.3% | +9.8% |
| 10Y | +53.4% | +208.4% | -155.1% | +18.1% |
| All | +53.4% | +213.0% | -159.6% | +18.1% |
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