+61.8%
CME vs HRB
+29.4%
+32.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +1.7% | -4.0% | +5.7% | +2.0% |
| 30D | +10.2% | +15.8% | -5.6% | +9.0% |
| 3M | +17.8% | +12.0% | +5.8% | +16.7% |
| 6M | +11.0% | +40.7% | -29.8% | +8.5% |
| YTD | +17.0% | +21.0% | -3.9% | +15.8% |
| 1Y | +15.8% | +11.7% | +4.1% | +15.4% |
| 3Y | +61.8% | +25.0% | +36.8% | +59.0% |
| All | +61.8% | +29.4% | +32.3% | +59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling