+105.2%
CTVA vs HRB
+109.9%
-4.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -4.7% | -12.2% | +7.5% | -3.2% |
| 30D | +11.1% | -3.0% | +14.0% | +11.2% |
| 3M | +13.7% | +21.7% | -8.0% | +10.6% |
| 6M | +11.2% | +52.3% | -41.1% | +4.4% |
| YTD | +26.9% | +6.5% | +20.4% | +26.4% |
| 1Y | +18.8% | -6.7% | +25.5% | +21.1% |
| 3Y | +75.9% | +25.1% | +50.8% | +65.0% |
| 5Y | +105.2% | +113.8% | -8.6% | +60.6% |
| All | +105.2% | +109.9% | -4.7% | +60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling