+115.8%
CMS vs HRB
+213.0%
-97.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.5% | +6.9% | +1.5% |
| 7D | +1.2% | -9.1% | +10.3% | +2.7% |
| 30D | -3.2% | +0.3% | -3.4% | -3.5% |
| 3M | -2.2% | +23.4% | -25.6% | -5.9% |
| 6M | -9.4% | +45.1% | -54.6% | -15.7% |
| YTD | +0.7% | +8.9% | -8.2% | -1.9% |
| 1Y | +0.4% | -7.9% | +8.3% | +0.6% |
| 3Y | +35.2% | +27.9% | +7.2% | +25.8% |
| 5Y | +24.1% | +108.3% | -84.2% | +3.8% |
| 10Y | +115.8% | +208.4% | -92.6% | +54.2% |
| All | +115.8% | +213.0% | -97.2% | +54.2% |
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 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