+300.3%
CME vs HRB
+226.2%
+74.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +2.7% | -7.8% | +10.5% | +4.2% |
| 30D | +13.5% | +15.7% | -2.3% | +10.4% |
| 3M | +20.9% | -5.5% | +26.4% | +21.9% |
| 6M | +11.5% | +41.1% | -29.6% | +3.7% |
| YTD | +19.5% | +20.4% | -0.9% | +13.7% |
| 1Y | +17.2% | +15.2% | +2.0% | +12.4% |
| 3Y | +65.1% | +24.3% | +40.8% | +52.7% |
| 5Y | +73.1% | +144.7% | -71.6% | +32.2% |
| All | +300.3% | +226.2% | +74.0% | +166.9% |
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