+126.8%
COP vs HRB
+141.1%
-14.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +0.7% | -8.1% | +8.8% | +1.5% |
| 30D | +0.2% | +15.0% | -14.8% | -1.4% |
| 3M | +10.2% | +10.2% | 0.0% | +8.7% |
| 6M | +20.1% | +44.2% | -24.1% | +14.9% |
| YTD | +50.5% | +21.0% | +29.6% | +47.4% |
| 1Y | +56.8% | +12.0% | +44.8% | +55.2% |
| 3Y | +30.3% | +24.9% | +5.3% | +24.2% |
| 5Y | +126.8% | +144.6% | -17.8% | +88.2% |
| All | +126.8% | +141.1% | -14.3% | +88.2% |
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 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