+118.1%
COF vs HRB
+25.9%
+92.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | 0.0% | +0.5% |
| 7D | -5.1% | -8.0% | +2.9% | -4.0% |
| 30D | -6.0% | -16.0% | +9.9% | -3.6% |
| 3M | +14.8% | +26.9% | -12.0% | +10.5% |
| 6M | +15.3% | +51.1% | -35.8% | +7.4% |
| YTD | -13.0% | +7.1% | -20.1% | -14.2% |
| 1Y | -5.7% | -9.6% | +3.9% | -4.5% |
| 3Y | +118.1% | +25.4% | +92.7% | +111.7% |
| All | +118.1% | +25.9% | +92.3% | +111.7% |
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