+4,850.5%
CL vs HRB
+3,357.9%
+1,492.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.5% | -0.7% |
| 7D | -2.2% | -5.7% | +3.5% | -1.1% |
| 30D | -4.8% | +7.9% | -12.7% | -6.4% |
| 3M | +4.9% | +32.1% | -27.2% | -0.7% |
| 6M | -5.7% | +62.2% | -68.0% | -14.9% |
| YTD | +14.4% | +16.4% | -2.0% | +9.4% |
| 1Y | +8.7% | -0.3% | +9.0% | +6.9% |
| 3Y | +30.0% | +36.0% | -6.1% | +19.1% |
| 5Y | +28.4% | +125.2% | -96.8% | +4.8% |
| 10Y | +50.1% | +237.7% | -187.6% | +6.2% |
| All | +4,850.5% | +3,357.9% | +1,492.6% | +1,341.4% |
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 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