+322.0%
CMG vs HRB
+209.1%
+112.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -2.1% | -8.0% | +6.0% | -0.6% |
| 30D | +10.9% | -16.0% | +26.9% | +14.3% |
| 3M | +15.8% | +26.9% | -11.0% | +10.1% |
| 6M | +6.9% | +51.1% | -44.2% | -2.2% |
| YTD | -2.2% | +7.1% | -9.2% | -4.9% |
| 1Y | -7.1% | -9.6% | +2.5% | -6.9% |
| 3Y | -7.1% | +25.4% | -32.5% | -14.1% |
| 5Y | -4.8% | +114.9% | -119.7% | -21.3% |
| All | +322.0% | +209.1% | +112.9% | +208.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling