-5.6%
COST vs HRB
-6.2%
+0.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | +0.2% |
| 7D | -1.2% | -8.0% | +6.8% | -0.6% |
| 30D | -4.7% | -16.0% | +11.2% | -3.6% |
| 3M | -7.1% | +26.9% | -34.0% | -8.6% |
| 6M | -8.5% | +51.1% | -59.7% | -10.8% |
| YTD | +5.4% | +7.1% | -1.7% | +5.0% |
| 1Y | -5.6% | -9.6% | +4.0% | -6.3% |
| All | -5.6% | -6.2% | +0.6% | -6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling