+216.7%
CTVA vs HRB
+122.4%
+94.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -4.5% | -8.0% | +3.5% | -2.6% |
| 30D | +11.3% | -16.0% | +27.3% | +15.8% |
| 3M | +12.3% | +26.9% | -14.5% | +5.1% |
| 6M | +7.2% | +51.1% | -43.9% | -5.5% |
| YTD | +26.0% | +7.1% | +19.0% | +21.8% |
| 1Y | +16.0% | -9.6% | +25.6% | +17.6% |
| 3Y | +73.9% | +25.4% | +48.5% | +53.9% |
| 5Y | +103.8% | +114.9% | -11.1% | +42.8% |
| All | +216.7% | +122.4% | +94.3% | +116.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling