+3,032.4%
CLS vs HRB
+209.3%
+2,823.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.5% |
| 7D | +20.1% | -10.6% | +30.7% | +22.9% |
| 30D | +6.0% | -0.8% | +6.9% | +5.8% |
| 3M | -10.3% | +19.1% | -29.3% | -14.7% |
| 6M | +24.5% | +48.7% | -24.2% | +9.9% |
| YTD | +12.9% | +7.1% | +5.7% | +8.5% |
| 1Y | +36.7% | -8.3% | +45.0% | +36.6% |
| 3Y | +1,328.1% | +25.8% | +1,302.2% | +1,130.4% |
| 5Y | +3,682.3% | +111.1% | +3,571.2% | +2,542.7% |
| All | +3,032.4% | +209.3% | +2,823.1% | +1,726.9% |
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