+7.8%
CNH vs HRB
+28.7%
-21.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -6.5% | +0.9% | -4.9% |
| 7D | +8.8% | -9.1% | +17.9% | +9.8% |
| 30D | +24.7% | +0.3% | +24.4% | +24.6% |
| 3M | +27.3% | +23.4% | +4.0% | +25.0% |
| 6M | +23.2% | +45.1% | -22.0% | +18.5% |
| YTD | +48.9% | +8.9% | +40.0% | +53.0% |
| 1Y | +19.4% | -7.9% | +27.3% | +28.1% |
| 3Y | +7.8% | +27.9% | -20.2% | +2.5% |
| All | +7.8% | +28.7% | -21.0% | +2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling