+136.2%
CMS vs HRB
+226.2%
-90.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -1.3% | -7.8% | +6.5% | 0.0% |
| 30D | +5.3% | +15.7% | -10.5% | +2.8% |
| 3M | -0.3% | -5.5% | +5.2% | +0.3% |
| 6M | -4.0% | +41.1% | -45.2% | -9.8% |
| YTD | +2.1% | +20.4% | -18.2% | -2.1% |
| 1Y | -4.7% | +15.2% | -20.0% | -8.0% |
| 3Y | +36.8% | +24.3% | +12.5% | +28.5% |
| 5Y | +34.9% | +144.7% | -109.8% | +9.9% |
| All | +136.2% | +226.2% | -90.0% | +74.8% |
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