+7,496.8%
CME vs HRB
+488.2%
+7,008.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +1.7% | -4.0% | +5.7% | +2.8% |
| 30D | +10.2% | +15.8% | -5.6% | +5.5% |
| 3M | +17.8% | +12.0% | +5.8% | +13.1% |
| 6M | +11.0% | +40.7% | -29.8% | -0.8% |
| YTD | +17.0% | +21.0% | -3.9% | +7.4% |
| 1Y | +15.8% | +11.7% | +4.1% | +8.7% |
| 3Y | +61.8% | +25.0% | +36.8% | +42.5% |
| 5Y | +72.5% | +141.0% | -68.5% | +17.8% |
| 10Y | +288.0% | +241.3% | +46.7% | +108.8% |
| All | +7,496.8% | +488.2% | +7,008.6% | +2,678.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling