-4.5%
CRS vs HRB
+16.9%
-21.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.4% | -5.9% | -0.7% |
| 7D | +4.3% | +16.0% | -11.7% | +7.5% |
| 30D | -25.5% | +32.1% | -57.6% | -21.2% |
| 3M | -48.7% | +21.5% | -70.2% | -46.3% |
| 6M | -31.6% | +82.1% | -113.7% | -22.1% |
| YTD | -7.0% | +31.6% | -38.6% | +1.3% |
| 1Y | -4.5% | +15.9% | -20.4% | +2.2% |
| All | -4.5% | +16.9% | -21.4% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling