+43.1%
COF vs HRB
+114.1%
-70.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | 0.0% | +0.5% |
| 7D | -5.1% | -8.0% | +2.9% | -3.3% |
| 30D | -6.0% | -16.0% | +9.9% | -2.4% |
| 3M | +14.8% | +26.9% | -12.0% | +7.9% |
| 6M | +15.3% | +51.1% | -35.8% | +2.8% |
| YTD | -13.0% | +7.1% | -20.1% | -15.2% |
| 1Y | -5.7% | -9.6% | +3.9% | -4.0% |
| 3Y | +118.1% | +25.4% | +92.7% | +94.2% |
| All | +43.1% | +114.1% | -70.9% | +9.1% |
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