+37.4%
CMI vs HRB
-6.2%
+43.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.3% |
| 7D | -0.7% | -8.0% | +7.3% | -2.4% |
| 30D | -12.4% | -16.0% | +3.6% | -15.4% |
| 3M | -14.8% | +26.9% | -41.6% | -9.5% |
| 6M | +0.8% | +51.1% | -50.3% | +11.0% |
| YTD | +10.2% | +7.1% | +3.1% | +17.4% |
| 1Y | +37.4% | -9.6% | +47.0% | +42.2% |
| All | +37.4% | -6.2% | +43.6% | +42.2% |
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