+33.0%
CP vs HRB
+8.1%
+24.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +2.8% | -4.0% | +6.9% | +2.9% |
| 30D | +11.0% | +15.8% | -4.7% | +11.2% |
| 3M | +3.8% | +12.0% | -8.2% | +4.1% |
| 6M | +9.5% | +40.7% | -31.3% | +11.1% |
| YTD | +28.2% | +21.0% | +7.2% | +31.4% |
| 1Y | +33.0% | +11.7% | +21.3% | +37.9% |
| All | +33.0% | +8.1% | +24.8% | +37.9% |
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 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