+19,269.7%
CMI vs HRB
+3,081.6%
+16,188.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.7% |
| 7D | +0.7% | -10.6% | +11.3% | +3.9% |
| 30D | -12.3% | -0.8% | -11.5% | -12.8% |
| 3M | -16.8% | +19.1% | -35.9% | -22.4% |
| 6M | +1.5% | +48.7% | -47.2% | -13.3% |
| YTD | +9.8% | +7.1% | +2.7% | +2.9% |
| 1Y | +42.6% | -8.3% | +50.9% | +39.5% |
| 3Y | +151.0% | +25.8% | +125.2% | +116.5% |
| 5Y | +167.0% | +111.1% | +55.9% | +89.3% |
| 10Y | +512.2% | +206.6% | +305.6% | +248.8% |
| All | +19,269.7% | +3,081.6% | +16,188.1% | +5,867.7% |
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