+224.3%
CTVA vs HRB
+126.2%
+98.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.5% | +4.2% | -0.7% |
| 7D | -2.1% | -9.1% | +7.0% | +0.1% |
| 30D | +12.0% | +0.3% | +11.8% | +11.4% |
| 3M | +13.5% | +23.4% | -9.9% | +6.9% |
| 6M | +12.1% | +45.1% | -33.0% | 0.0% |
| YTD | +29.0% | +8.9% | +20.1% | +24.2% |
| 1Y | +18.9% | -7.9% | +26.8% | +19.9% |
| 3Y | +78.9% | +27.9% | +50.9% | +57.5% |
| 5Y | +105.2% | +108.3% | -3.1% | +45.9% |
| All | +224.3% | +126.2% | +98.1% | +120.3% |
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