+78.7%
CME vs HRB
+109.9%
-31.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.3% | -0.2% |
| 7D | -2.4% | -12.2% | +9.8% | -1.3% |
| 30D | +6.2% | -3.0% | +9.1% | +6.3% |
| 3M | +4.4% | +21.7% | -17.3% | +2.4% |
| 6M | -9.6% | +52.3% | -62.0% | -13.4% |
| YTD | +3.8% | +6.5% | -2.7% | +3.0% |
| 1Y | +9.5% | -6.7% | +16.2% | +10.3% |
| 3Y | +51.9% | +25.1% | +26.8% | +46.0% |
| 5Y | +78.7% | +113.8% | -35.1% | +59.2% |
| All | +78.7% | +109.9% | -31.2% | +59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling