+50.9%
CME vs HRB
+25.9%
+24.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.4% | -1.2% |
| 7D | -1.1% | -10.6% | +9.5% | -0.5% |
| 30D | +4.2% | -0.8% | +5.0% | +4.2% |
| 3M | +7.3% | +19.1% | -11.7% | +6.2% |
| 6M | -11.4% | +48.7% | -60.1% | -13.4% |
| YTD | +3.5% | +7.1% | -3.6% | +3.4% |
| 1Y | +8.6% | -8.3% | +16.9% | +9.9% |
| All | +50.9% | +25.9% | +24.9% | +49.5% |
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