+72.5%
CME vs HRB
+144.6%
-72.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +1.7% | -4.0% | +5.7% | +2.1% |
| 30D | +10.2% | +15.8% | -5.6% | +8.6% |
| 3M | +17.8% | +12.0% | +5.8% | +16.3% |
| 6M | +11.0% | +40.7% | -29.8% | +7.3% |
| YTD | +17.0% | +21.0% | -3.9% | +14.8% |
| 1Y | +15.8% | +11.7% | +4.1% | +14.5% |
| 3Y | +61.8% | +25.0% | +36.8% | +56.2% |
| 5Y | +72.5% | +141.0% | -68.5% | +49.6% |
| All | +72.5% | +144.6% | -72.1% | +49.6% |
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