+30.0%
CL vs HRB
+126.2%
-96.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.5% | -1.0% |
| 7D | -2.2% | -5.7% | +3.5% | -1.5% |
| 30D | -4.8% | +7.9% | -12.7% | -5.8% |
| 3M | +4.9% | +32.1% | -27.2% | +1.4% |
| 6M | -5.7% | +62.2% | -68.0% | -11.3% |
| YTD | +14.4% | +16.4% | -2.0% | +12.7% |
| 1Y | +8.7% | -0.3% | +9.0% | +9.6% |
| 3Y | +30.0% | +36.0% | -6.1% | +24.6% |
| All | +30.0% | +126.2% | -96.2% | +16.3% |
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