+89.6%
CL vs HRB
+221.6%
-132.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.0% |
| 7D | +3.2% | -5.1% | +8.3% | +4.0% |
| 30D | +8.0% | +8.7% | -0.6% | +6.7% |
| 3M | +7.9% | -5.4% | +13.3% | +8.5% |
| 6M | +14.7% | +41.6% | -26.8% | +8.4% |
| YTD | +29.2% | +18.7% | +10.5% | +24.7% |
| 1Y | +29.5% | +16.4% | +13.1% | +25.4% |
| 3Y | +40.7% | +22.0% | +18.7% | +33.9% |
| 5Y | +43.9% | +141.2% | -97.4% | +20.6% |
| All | +89.6% | +221.6% | -132.0% | +47.7% |
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 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