+4,998.1%
COO vs HRB
+3,493.2%
+1,504.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -2.3% | -8.1% | +5.8% | -0.8% |
| 30D | +13.3% | +15.0% | -1.7% | +10.3% |
| 3M | -18.1% | +10.2% | -28.3% | -20.0% |
| 6M | +6.7% | +44.2% | -37.5% | -1.2% |
| YTD | -23.2% | +21.0% | -44.2% | -27.3% |
| 1Y | -12.3% | +12.0% | -24.3% | -15.7% |
| 3Y | -23.6% | +24.9% | -48.5% | -29.1% |
| 5Y | -38.7% | +144.6% | -183.3% | -50.9% |
| 10Y | +42.2% | +229.4% | -187.2% | +2.3% |
| All | +4,998.1% | +3,493.2% | +1,504.9% | +2,149.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling