+350.3%
CRL vs HRB
+221.6%
+128.7%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.5% |
| 7D | +0.1% | -5.1% | +5.2% | +1.3% |
| 30D | +11.9% | +8.7% | +3.2% | +9.2% |
| 3M | +20.2% | -5.4% | +25.5% | +20.8% |
| 6M | +107.5% | +41.6% | +66.0% | +87.4% |
| YTD | +69.4% | +18.7% | +50.8% | +58.5% |
| 1Y | +99.7% | +16.4% | +83.3% | +87.6% |
| 3Y | +98.8% | +22.0% | +76.8% | +82.1% |
| 5Y | -12.4% | +141.2% | -153.6% | -34.3% |
| All | +350.3% | +221.6% | +128.7% | +193.4% |
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