+21.3%
CP vs HRB
-9.2%
+30.5%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.5% | -1.2% |
| 7D | +0.6% | -10.6% | +11.2% | +0.5% |
| 30D | -0.5% | -0.8% | +0.3% | -0.4% |
| 3M | +0.1% | +19.1% | -19.0% | +1.0% |
| 6M | +7.8% | +48.7% | -40.9% | +10.5% |
| YTD | +22.9% | +7.1% | +15.7% | +24.9% |
| 1Y | +21.3% | -8.3% | +29.6% | +22.7% |
| All | +21.3% | -9.2% | +30.5% | +22.7% |
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 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