+17,451.9%
COR vs HRB
+1,079.6%
+16,372.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.0% | +2.1% | -1.1% |
| 7D | +2.8% | -5.7% | +8.4% | +3.9% |
| 30D | +4.5% | +7.9% | -3.4% | +2.5% |
| 3M | +22.7% | +32.1% | -9.5% | +15.4% |
| 6M | -9.7% | +62.2% | -72.0% | -19.0% |
| YTD | -1.4% | +16.4% | -17.8% | -6.0% |
| 1Y | +13.9% | -0.3% | +14.2% | +11.8% |
| 3Y | +94.0% | +36.0% | +57.9% | +76.7% |
| 5Y | +184.0% | +125.2% | +58.8% | +129.1% |
| 10Y | +406.8% | +237.7% | +169.1% | +256.1% |
| All | +17,451.9% | +1,079.6% | +16,372.2% | +8,865.6% |
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