+465.5%
CMS vs HRB
+3,613.7%
-3,148.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.2% | +2.1% | -1.4% |
| 7D | -1.3% | +2.7% | -4.0% | -1.8% |
| 30D | +6.3% | +22.1% | -15.8% | +2.6% |
| 3M | -2.1% | +15.7% | -17.8% | -5.0% |
| 6M | -5.1% | +83.3% | -88.4% | -15.9% |
| YTD | +1.3% | +25.0% | -23.8% | -4.5% |
| 1Y | -1.4% | +6.9% | -8.3% | -4.4% |
| 3Y | +36.9% | +39.0% | -2.1% | +24.8% |
| 5Y | +32.5% | +146.4% | -113.9% | +6.9% |
| 10Y | +126.8% | +254.4% | -127.7% | +60.7% |
| All | +465.5% | +3,613.7% | -3,148.2% | +149.3% |
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