+138.1%
CMS vs HRB
+252.0%
-113.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.5% | -4.0% | +4.5% | +1.1% |
| 30D | +7.4% | +15.8% | -8.3% | +5.0% |
| 3M | +1.9% | +12.0% | -10.2% | -0.4% |
| 6M | -2.3% | +40.7% | -43.1% | -8.1% |
| YTD | +3.0% | +21.0% | -18.0% | -1.4% |
| 1Y | -2.8% | +11.7% | -14.4% | -5.6% |
| 3Y | +37.9% | +25.0% | +13.0% | +29.5% |
| 5Y | +34.0% | +141.0% | -107.1% | +9.6% |
| 10Y | +138.1% | +241.3% | -103.2% | +76.5% |
| All | +138.1% | +252.0% | -113.9% | +76.5% |
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