+5,315.6%
CL vs HRB
+3,613.7%
+1,701.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.2% | +2.1% | -1.4% |
| 7D | +1.3% | +2.7% | -1.4% | +0.8% |
| 30D | +11.4% | +22.1% | -10.7% | +7.4% |
| 3M | +4.4% | +15.7% | -11.3% | +1.2% |
| 6M | +10.8% | +83.3% | -72.6% | -2.1% |
| YTD | +25.1% | +25.0% | +0.1% | +17.9% |
| 1Y | +28.0% | +6.9% | +21.0% | +24.1% |
| 3Y | +37.6% | +39.0% | -1.4% | +25.5% |
| 5Y | +39.7% | +146.4% | -106.7% | +12.1% |
| 10Y | +75.8% | +254.4% | -178.6% | +23.2% |
| All | +5,315.6% | +3,613.7% | +1,701.9% | +1,454.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling