+5,760.6%
CRM vs HRB
+309.2%
+5,451.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | -4.4% | -8.0% | +3.6% | -1.9% |
| 30D | +28.1% | -16.0% | +44.1% | +35.2% |
| 3M | +48.8% | +26.9% | +22.0% | +37.3% |
| 6M | +28.3% | +51.1% | -22.9% | +11.2% |
| YTD | -6.0% | +7.1% | -13.1% | -9.6% |
| 1Y | +1.4% | -9.6% | +11.1% | +2.4% |
| 3Y | +11.8% | +25.4% | -13.6% | -0.5% |
| 5Y | -2.0% | +114.9% | -116.9% | -28.9% |
| 10Y | +239.6% | +206.4% | +33.2% | +91.3% |
| All | +5,760.6% | +309.2% | +5,451.4% | +2,474.4% |
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 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