+7,604.2%
CP vs HRB
+3,613.7%
+3,990.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.2% | +2.5% | -0.8% |
| 7D | +2.8% | +2.7% | +0.1% | +2.2% |
| 30D | +10.2% | +22.1% | -11.9% | +5.3% |
| 3M | +2.4% | +15.7% | -13.4% | -1.6% |
| 6M | +7.7% | +83.3% | -75.7% | -7.7% |
| YTD | +26.0% | +25.0% | +1.0% | +16.8% |
| 1Y | +34.6% | +6.9% | +27.7% | +29.2% |
| 3Y | +26.7% | +39.0% | -12.4% | +12.3% |
| 5Y | +24.9% | +146.4% | -121.5% | -5.1% |
| 10Y | +258.6% | +254.4% | +4.2% | +133.5% |
| All | +7,604.2% | +3,613.7% | +3,990.5% | +3,016.2% |
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