+41.9%
CMI vs HRB
+1.1%
+40.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.0% | +6.8% | +1.9% |
| 7D | -0.7% | -5.7% | +4.9% | -1.9% |
| 30D | -13.4% | +7.9% | -21.3% | -11.7% |
| 3M | -17.0% | +32.1% | -49.1% | -10.9% |
| 6M | -1.6% | +62.2% | -63.9% | +10.0% |
| YTD | +11.0% | +16.4% | -5.4% | +20.3% |
| 1Y | +41.9% | -0.3% | +42.2% | +49.9% |
| All | +41.9% | +1.1% | +40.8% | +49.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling