-22.6%
COO vs HRB
+28.7%
-51.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.5% | +3.7% | -2.0% |
| 7D | -2.3% | -9.1% | +6.8% | -1.2% |
| 30D | -8.8% | +0.3% | -9.1% | -8.9% |
| 3M | +1.3% | +23.4% | -22.0% | -1.2% |
| 6M | -11.6% | +45.1% | -56.7% | -15.4% |
| YTD | -17.4% | +8.9% | -26.3% | -17.7% |
| 1Y | -1.6% | -7.9% | +6.3% | +0.4% |
| 3Y | -22.6% | +27.9% | -50.6% | -26.2% |
| All | -22.6% | +28.7% | -51.4% | -26.2% |
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