+459.7%
CMS vs HRB
+3,357.9%
-2,898.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.8% | +0.5% |
| 7D | +0.4% | -5.7% | +6.0% | +1.4% |
| 30D | -3.6% | +7.9% | -11.5% | -5.2% |
| 3M | -1.9% | +32.1% | -34.0% | -7.1% |
| 6M | -11.0% | +62.2% | -73.2% | -19.4% |
| YTD | +0.2% | +16.4% | -16.2% | -4.1% |
| 1Y | -1.3% | -0.3% | -1.0% | -3.1% |
| 3Y | +35.9% | +36.0% | -0.1% | +24.5% |
| 5Y | +23.1% | +125.2% | -102.1% | +0.9% |
| 10Y | +117.9% | +237.7% | -119.8% | +55.9% |
| All | +459.7% | +3,357.9% | -2,898.2% | +150.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling