+233.3%
CP vs HRB
+205.6%
+27.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.5% | -0.9% |
| 7D | +0.6% | -10.6% | +11.2% | +2.7% |
| 30D | -0.5% | -0.8% | +0.3% | -0.7% |
| 3M | +0.1% | +19.1% | -19.0% | -3.9% |
| 6M | +7.8% | +48.7% | -40.9% | -1.8% |
| YTD | +22.9% | +7.1% | +15.7% | +19.5% |
| 1Y | +21.3% | -8.3% | +29.6% | +21.9% |
| 3Y | +20.4% | +25.8% | -5.5% | +10.1% |
| 5Y | +34.9% | +111.1% | -76.2% | +6.8% |
| 10Y | +233.3% | +206.6% | +26.8% | +123.7% |
| All | +233.3% | +205.6% | +27.7% | +123.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling