+113.9%
CNH vs HRB
+243.1%
-129.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +6.7% | -8.1% | +14.8% | +9.1% |
| 30D | +7.2% | +15.0% | -7.8% | +2.5% |
| 3M | +17.5% | +10.2% | +7.3% | +12.9% |
| 6M | +15.0% | +44.2% | -29.3% | +1.0% |
| YTD | +36.8% | +21.0% | +15.8% | +25.1% |
| 1Y | +27.6% | +12.0% | +15.7% | +19.8% |
| 3Y | +34.3% | +24.9% | +9.4% | +18.2% |
| 5Y | -12.2% | +144.6% | -156.8% | -41.9% |
| 10Y | +113.9% | +229.4% | -115.5% | +18.5% |
| All | +113.9% | +243.1% | -129.2% | +18.5% |
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