+5,537.7%
COO vs HRB
+3,357.9%
+2,179.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.5% | -0.7% |
| 7D | -2.2% | -5.7% | +3.4% | -1.1% |
| 30D | -7.0% | +7.9% | -14.9% | -8.6% |
| 3M | +12.2% | +32.1% | -19.9% | +5.9% |
| 6M | -15.1% | +62.2% | -77.4% | -23.7% |
| YTD | -15.1% | +16.4% | -31.5% | -18.9% |
| 1Y | +2.3% | -0.3% | +2.6% | +0.6% |
| 3Y | -23.7% | +36.0% | -59.7% | -30.3% |
| 5Y | -38.9% | +125.2% | -164.1% | -50.2% |
| 10Y | +49.9% | +237.7% | -187.7% | +7.4% |
| All | +5,537.7% | +3,357.9% | +2,179.8% | +2,409.6% |
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