+95.2%
CNC vs HRB
+209.1%
-113.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.0% | +1.4% |
| 7D | -0.9% | -8.0% | +7.1% | +1.2% |
| 30D | -1.0% | -16.0% | +15.0% | +3.4% |
| 3M | +4.5% | +26.9% | -22.3% | -2.3% |
| 6M | +85.2% | +51.1% | +34.1% | +63.8% |
| YTD | +61.4% | +7.1% | +54.4% | +56.1% |
| 1Y | +94.9% | -9.6% | +104.5% | +96.8% |
| 3Y | 0.0% | +25.4% | -25.4% | -9.4% |
| 5Y | +11.2% | +114.9% | -103.7% | -16.2% |
| All | +95.2% | +209.1% | -113.9% | +15.0% |
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