+11.8%
CRM vs HRB
+25.9%
-14.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | -4.4% | -8.0% | +3.6% | -2.3% |
| 30D | +28.1% | -16.0% | +44.1% | +34.1% |
| 3M | +48.8% | +26.9% | +22.0% | +39.0% |
| 6M | +28.3% | +51.1% | -22.9% | +14.9% |
| YTD | -6.0% | +7.1% | -13.1% | -10.6% |
| 1Y | +1.4% | -9.6% | +11.1% | -1.1% |
| 3Y | +11.8% | +25.4% | -13.6% | +0.7% |
| All | +11.8% | +25.9% | -14.0% | +0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling