-4.7%
CMS vs HRB
+11.7%
-16.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | -1.3% | -7.8% | +6.5% | -1.0% |
| 30D | +5.3% | +15.7% | -10.5% | +4.9% |
| 3M | -0.3% | -5.5% | +5.2% | -0.5% |
| 6M | -4.0% | +41.1% | -45.2% | -4.4% |
| YTD | +2.1% | +20.4% | -18.2% | -0.8% |
| 1Y | -4.7% | +15.2% | -20.0% | -7.6% |
| All | -4.7% | +11.7% | -16.4% | -7.6% |
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