+3,231.7%
CLS vs HRB
+1,016.0%
+2,215.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.8% | +2.1% |
| 7D | +4.6% | -5.7% | +10.2% | +6.6% |
| 30D | -13.9% | +7.9% | -21.8% | -16.4% |
| 3M | -26.6% | +32.1% | -58.7% | -34.2% |
| 6M | +15.4% | +62.2% | -46.8% | -6.7% |
| YTD | +5.7% | +16.4% | -10.7% | -4.8% |
| 1Y | +41.1% | -0.3% | +41.4% | +33.1% |
| 3Y | +1,228.6% | +36.0% | +1,192.6% | +971.0% |
| 5Y | +3,240.6% | +125.2% | +3,115.4% | +2,047.8% |
| 10Y | +2,760.3% | +237.7% | +2,522.7% | +1,318.5% |
| All | +3,231.7% | +1,016.0% | +2,215.7% | +679.8% |
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