+180.5%
COR vs HRB
+112.6%
+67.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.5% | +4.6% | -1.1% |
| 7D | -1.9% | -9.1% | +7.2% | -0.8% |
| 30D | +1.5% | +0.3% | +1.3% | +1.1% |
| 3M | +18.7% | +23.4% | -4.7% | +14.8% |
| 6M | -9.0% | +45.1% | -54.2% | -14.3% |
| YTD | -3.3% | +8.9% | -12.2% | -5.4% |
| 1Y | +9.8% | -7.9% | +17.8% | +9.9% |
| 3Y | +87.4% | +27.9% | +59.4% | +78.5% |
| 5Y | +180.5% | +108.3% | +72.2% | +151.5% |
| All | +180.5% | +112.6% | +67.9% | +151.5% |
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 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