+8.7%
CNH vs HRB
+112.6%
-103.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -6.5% | +0.9% | -4.4% |
| 7D | +8.8% | -9.1% | +17.9% | +10.7% |
| 30D | +24.7% | +0.3% | +24.4% | +24.3% |
| 3M | +27.3% | +23.4% | +4.0% | +22.0% |
| 6M | +23.2% | +45.1% | -22.0% | +13.4% |
| YTD | +48.9% | +8.9% | +40.0% | +47.4% |
| 1Y | +19.4% | -7.9% | +27.3% | +23.8% |
| 3Y | +7.8% | +27.9% | -20.2% | -0.9% |
| 5Y | +8.7% | +108.3% | -99.6% | -9.9% |
| All | +8.7% | +112.6% | -103.9% | -9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling