-9.6%
CNH vs HRB
+144.6%
-154.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | +4.5% | -4.0% | +8.6% | +5.1% |
| 30D | +7.6% | +15.8% | -8.1% | +4.7% |
| 3M | +17.0% | +12.0% | +5.0% | +14.1% |
| 6M | +12.9% | +40.7% | -27.8% | +5.4% |
| YTD | +34.3% | +21.0% | +13.3% | +30.3% |
| 1Y | +28.5% | +11.7% | +16.9% | +27.6% |
| 3Y | +31.9% | +25.0% | +6.9% | +24.0% |
| 5Y | -9.6% | +141.0% | -150.6% | -29.5% |
| All | -9.6% | +144.6% | -154.2% | -29.5% |
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 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