+4,100.0%
CMG vs HRB
+285.4%
+3,814.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.5% | +6.5% | +1.7% |
| 7D | -1.5% | -9.1% | +7.6% | +1.0% |
| 30D | +12.7% | +0.3% | +12.5% | +12.1% |
| 3M | +26.3% | +23.4% | +2.9% | +18.1% |
| 6M | +4.5% | +45.1% | -40.6% | -7.4% |
| YTD | -0.1% | +8.9% | -9.0% | -4.7% |
| 1Y | -6.8% | -7.9% | +1.1% | -7.1% |
| 3Y | -5.0% | +27.9% | -32.9% | -15.8% |
| 5Y | -3.0% | +108.3% | -111.4% | -27.1% |
| 10Y | +323.6% | +208.4% | +115.1% | +151.7% |
| All | +4,100.0% | +285.4% | +3,814.6% | +1,773.8% |
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