+28.0%
CNH vs HRB
+1.1%
+26.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.0% | +8.0% | +3.9% |
| 7D | +23.3% | -5.7% | +29.0% | +23.1% |
| 30D | +33.5% | +7.9% | +25.6% | +34.1% |
| 3M | +32.7% | +32.1% | +0.6% | +35.8% |
| 6M | +22.2% | +62.2% | -40.1% | +27.0% |
| YTD | +57.7% | +16.4% | +41.3% | +68.9% |
| 1Y | +28.0% | -0.3% | +28.3% | +39.9% |
| All | +28.0% | +1.1% | +26.9% | +39.9% |
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