+18,455.8%
COR vs HRB
+1,125.8%
+17,330.0%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | -1.2% | -8.1% | +6.9% | +0.4% |
| 30D | +7.6% | +15.0% | -7.4% | +4.7% |
| 3M | +5.0% | +10.2% | -5.2% | +2.3% |
| 6M | +35.3% | +44.2% | -8.9% | +24.8% |
| YTD | +4.2% | +21.0% | -16.7% | -1.5% |
| 1Y | -3.4% | +12.0% | -15.4% | -7.4% |
| 3Y | +81.1% | +24.9% | +56.2% | +67.8% |
| 5Y | +195.8% | +144.6% | +51.2% | +134.5% |
| 10Y | +493.6% | +229.4% | +264.2% | +318.9% |
| All | +18,455.8% | +1,125.8% | +17,330.0% | +9,293.9% |
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