+19.6%
COP vs HRB
+41.6%
-22.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.6% |
| 7D | +3.4% | -7.8% | +11.2% | +4.0% |
| 30D | -0.6% | +15.7% | -16.3% | -2.1% |
| 3M | +10.8% | -5.5% | +16.3% | +10.3% |
| 6M | +19.6% | +41.1% | -21.5% | +14.5% |
| All | +19.6% | +41.6% | -22.0% | +14.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling