+336.7%
COP vs HRB
+221.6%
+115.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +1.9% |
| 7D | +4.4% | -5.1% | +9.5% | +5.6% |
| 30D | 0.0% | +8.7% | -8.7% | -2.2% |
| 3M | +15.0% | -5.4% | +20.4% | +15.9% |
| 6M | +22.0% | +41.6% | -19.6% | +10.8% |
| YTD | +55.3% | +18.7% | +36.7% | +45.9% |
| 1Y | +64.1% | +16.4% | +47.7% | +54.8% |
| 3Y | +34.1% | +22.0% | +12.1% | +21.0% |
| 5Y | +133.4% | +141.2% | -7.8% | +64.6% |
| All | +336.7% | +221.6% | +115.1% | +172.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling