+2,029.3%
CLS vs HRB
+226.2%
+1,803.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +4.7% |
| 7D | +23.5% | -7.8% | +31.3% | +25.4% |
| 30D | -28.9% | +15.7% | -44.7% | -31.6% |
| 3M | -25.2% | -5.5% | -19.7% | -25.1% |
| 6M | -32.1% | +41.1% | -73.2% | -38.6% |
| YTD | -14.1% | +20.4% | -34.4% | -20.2% |
| 1Y | -24.1% | +15.2% | -39.3% | -28.7% |
| 3Y | +897.0% | +24.3% | +872.7% | +769.2% |
| 5Y | +2,089.9% | +144.7% | +1,945.2% | +1,359.4% |
| All | +2,029.3% | +226.2% | +1,803.1% | +1,117.1% |
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 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