+25.9%
CMS vs HRB
+126.2%
-100.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.8% | +0.2% |
| 7D | +0.4% | -5.7% | +6.0% | +1.0% |
| 30D | -3.6% | +7.9% | -11.5% | -4.6% |
| 3M | -1.9% | +32.1% | -34.0% | -5.1% |
| 6M | -11.0% | +62.2% | -73.2% | -16.1% |
| YTD | +0.2% | +16.4% | -16.2% | -1.5% |
| 1Y | -1.3% | -0.3% | -1.0% | -0.9% |
| 3Y | +35.9% | +36.0% | -0.1% | +28.7% |
| All | +25.9% | +126.2% | -100.4% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling