+50.5%
COP vs HRB
-6.2%
+56.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.2% |
| 7D | +2.3% | -8.0% | +10.3% | +2.4% |
| 30D | +8.6% | -16.0% | +24.6% | +8.7% |
| 3M | +19.9% | +26.9% | -7.0% | +20.0% |
| 6M | +19.0% | +51.1% | -32.1% | +20.2% |
| YTD | +50.0% | +7.1% | +42.9% | +49.9% |
| 1Y | +50.5% | -9.6% | +60.1% | +46.9% |
| All | +50.5% | -6.2% | +56.7% | +46.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling