+32.0%
CTVA vs HRB
+16.9%
+15.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.4% | -1.2% | +3.1% |
| 7D | +8.2% | +16.0% | -7.8% | +7.9% |
| 30D | -1.0% | +32.1% | -33.1% | -1.3% |
| 3M | +4.6% | +21.5% | -16.9% | +4.3% |
| 6M | +0.5% | +82.1% | -81.6% | +3.0% |
| YTD | +22.7% | +31.6% | -8.9% | +26.5% |
| 1Y | +32.0% | +15.9% | +16.1% | +34.9% |
| All | +32.0% | +16.9% | +15.1% | +34.9% |
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