+247.0%
CRL vs HRB
+209.1%
+37.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | -3.5% | -8.0% | +4.5% | -1.6% |
| 30D | -2.1% | -16.0% | +13.8% | +1.9% |
| 3M | +48.0% | +26.9% | +21.1% | +38.5% |
| 6M | +64.7% | +51.1% | +13.6% | +45.7% |
| YTD | +39.5% | +7.1% | +32.4% | +34.7% |
| 1Y | +74.2% | -9.6% | +83.8% | +75.4% |
| 3Y | +39.4% | +25.4% | +14.0% | +27.3% |
| 5Y | -36.9% | +114.9% | -151.8% | -51.1% |
| All | +247.0% | +209.1% | +37.9% | +134.8% |
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