+9,832.2%
CRS vs HRB
+3,081.6%
+6,750.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.5% |
| 7D | -0.5% | -10.6% | +10.1% | +3.2% |
| 30D | -18.1% | -0.8% | -17.3% | -18.7% |
| 3M | -12.4% | +19.1% | -31.5% | -19.1% |
| 6M | +15.9% | +48.7% | -32.8% | -3.1% |
| YTD | +45.8% | +7.1% | +38.7% | +35.2% |
| 1Y | +87.8% | -8.3% | +96.1% | +83.1% |
| 3Y | +648.7% | +25.8% | +622.9% | +533.4% |
| 5Y | +1,416.6% | +111.1% | +1,305.5% | +942.7% |
| 10Y | +1,412.7% | +206.6% | +1,206.1% | +784.1% |
| All | +9,832.2% | +3,081.6% | +6,750.6% | +3,660.7% |
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 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