+5,050.0%
COO vs HRB
+3,493.9%
+1,556.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +4.5% | -4.0% | +8.6% | +5.3% |
| 30D | +16.9% | +15.8% | +1.2% | +13.7% |
| 3M | -16.7% | +12.0% | -28.7% | -18.9% |
| 6M | +5.9% | +40.7% | -34.8% | -1.4% |
| YTD | -22.4% | +21.0% | -43.4% | -26.5% |
| 1Y | -10.1% | +11.7% | -21.8% | -13.6% |
| 3Y | -22.8% | +25.0% | -47.7% | -28.3% |
| 5Y | -41.4% | +141.0% | -182.4% | -52.9% |
| 10Y | +41.3% | +241.3% | -200.0% | +0.9% |
| All | +5,050.0% | +3,493.9% | +1,556.1% | +2,172.6% |
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