+191.7%
COP vs HRB
+112.6%
+79.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.5% | +7.0% | +1.2% |
| 7D | -0.8% | -9.1% | +8.2% | +0.1% |
| 30D | +15.6% | +0.3% | +15.3% | +15.3% |
| 3M | +14.3% | +23.4% | -9.0% | +11.3% |
| 6M | +17.0% | +45.1% | -28.1% | +11.6% |
| YTD | +47.4% | +8.9% | +38.6% | +46.1% |
| 1Y | +52.4% | -7.9% | +60.3% | +54.6% |
| 3Y | +20.8% | +27.9% | -7.1% | +13.3% |
| 5Y | +191.7% | +108.3% | +83.4% | +154.1% |
| All | +191.7% | +112.6% | +79.1% | +154.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling