+39.9%
CL vs HRB
+145.8%
-105.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.2% | +2.1% | -1.6% |
| 7D | +1.3% | +2.7% | -1.4% | +1.0% |
| 30D | +11.4% | +22.1% | -10.7% | +8.8% |
| 3M | +4.4% | +15.7% | -11.3% | +2.4% |
| 6M | +10.8% | +83.3% | -72.6% | +2.8% |
| YTD | +25.1% | +25.0% | +0.1% | +22.2% |
| 1Y | +28.0% | +6.9% | +21.0% | +27.9% |
| 3Y | +37.6% | +39.0% | -1.4% | +31.7% |
| All | +39.9% | +145.8% | -105.9% | +25.4% |
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 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