-40.3%
COO vs HRB
+112.6%
-153.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.5% | +3.7% | -1.6% |
| 7D | -2.3% | -9.1% | +6.8% | -0.7% |
| 30D | -8.8% | +0.3% | -9.1% | -9.1% |
| 3M | +1.3% | +23.4% | -22.0% | -2.6% |
| 6M | -11.6% | +45.1% | -56.7% | -17.8% |
| YTD | -17.4% | +8.9% | -26.3% | -18.9% |
| 1Y | -1.6% | -7.9% | +6.3% | -0.1% |
| 3Y | -22.6% | +27.9% | -50.6% | -28.8% |
| 5Y | -40.3% | +108.3% | -148.7% | -52.3% |
| All | -40.3% | +112.6% | -153.0% | -52.3% |
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