+395.2%
COR vs HRB
+209.1%
+186.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -2.8% | -8.0% | +5.2% | -1.3% |
| 30D | +2.6% | -16.0% | +18.5% | +5.8% |
| 3M | +14.5% | +26.9% | -12.4% | +8.4% |
| 6M | -7.8% | +51.1% | -58.9% | -16.3% |
| YTD | -4.2% | +7.1% | -11.3% | -7.1% |
| 1Y | +7.0% | -9.6% | +16.6% | +7.3% |
| 3Y | +85.5% | +25.4% | +60.1% | +71.0% |
| 5Y | +181.2% | +114.9% | +66.3% | +123.7% |
| All | +395.2% | +209.1% | +186.0% | +241.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling