+37.6%
COO vs HRB
+205.6%
-168.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.6% | -4.6% | -5.9% |
| 7D | -9.0% | -10.6% | +1.7% | -6.8% |
| 30D | -16.8% | -0.8% | -16.0% | -17.0% |
| 3M | -7.5% | +19.1% | -26.5% | -11.3% |
| 6M | -16.3% | +48.7% | -65.0% | -24.1% |
| YTD | -22.5% | +7.1% | -29.6% | -24.8% |
| 1Y | -7.0% | -8.3% | +1.3% | -6.6% |
| 3Y | -27.5% | +25.8% | -53.3% | -33.7% |
| 5Y | -43.3% | +111.1% | -154.4% | -55.2% |
| 10Y | +37.6% | +206.6% | -169.0% | -5.1% |
| All | +37.6% | +205.6% | -168.0% | -5.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling