+337.5%
COP vs HRB
+207.5%
+130.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.5% |
| 7D | +1.0% | -12.2% | +13.1% | +3.9% |
| 30D | +9.6% | -3.0% | +12.5% | +9.7% |
| 3M | +15.0% | +21.7% | -6.7% | +8.9% |
| 6M | +21.8% | +52.3% | -30.6% | +7.9% |
| YTD | +49.6% | +6.5% | +43.1% | +44.6% |
| 1Y | +49.9% | -6.7% | +56.6% | +49.5% |
| 3Y | +22.6% | +25.1% | -2.5% | +9.3% |
| 5Y | +193.6% | +113.8% | +79.8% | +114.6% |
| All | +337.5% | +207.5% | +130.0% | +186.2% |
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