+18,977.1%
COR vs HRB
+1,102.5%
+17,874.6%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.4% | +4.4% | +3.2% |
| 7D | +7.8% | -5.1% | +12.9% | +8.9% |
| 30D | +7.0% | +8.7% | -1.7% | +5.2% |
| 3M | +16.3% | -5.4% | +21.6% | +17.2% |
| 6M | +41.3% | +41.6% | -0.3% | +30.8% |
| YTD | +7.1% | +18.7% | -11.5% | +1.7% |
| 1Y | -0.8% | +16.4% | -17.3% | -5.6% |
| 3Y | +85.0% | +22.0% | +63.0% | +72.1% |
| 5Y | +203.9% | +141.2% | +62.6% | +141.5% |
| 10Y | +510.3% | +223.1% | +287.1% | +332.2% |
| All | +18,977.1% | +1,102.5% | +17,874.6% | +9,592.3% |
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