+159.9%
CNH vs HRB
+209.3%
-49.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.7% |
| 7D | +1.8% | -10.6% | +12.4% | +5.2% |
| 30D | +32.6% | -0.8% | +33.5% | +32.2% |
| 3M | +29.4% | +19.1% | +10.4% | +21.5% |
| 6M | +26.0% | +48.7% | -22.7% | +8.4% |
| YTD | +52.2% | +7.1% | +45.1% | +45.1% |
| 1Y | +23.9% | -8.3% | +32.2% | +24.4% |
| 3Y | +10.1% | +25.8% | -15.7% | -3.9% |
| 5Y | +13.2% | +111.1% | -97.9% | -21.3% |
| All | +159.9% | +209.3% | -49.3% | +45.0% |
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