+4,690.3%
COP vs HRB
+3,475.6%
+1,214.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | +3.4% | -7.8% | +11.2% | +5.1% |
| 30D | -0.6% | +15.7% | -16.3% | -3.8% |
| 3M | +10.8% | -5.5% | +16.3% | +11.6% |
| 6M | +19.6% | +41.1% | -21.5% | +9.9% |
| YTD | +52.9% | +20.4% | +32.6% | +43.5% |
| 1Y | +62.2% | +15.2% | +47.0% | +53.5% |
| 3Y | +32.4% | +24.3% | +8.0% | +20.8% |
| 5Y | +129.7% | +144.7% | -15.0% | +76.2% |
| 10Y | +331.8% | +227.8% | +104.0% | +195.7% |
| All | +4,690.3% | +3,475.6% | +1,214.7% | +2,096.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling