+5.6%
CVS vs HRB
+16.9%
-11.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +4.4% | -16.9% | -12.7% |
| 7D | -11.1% | +16.0% | -27.2% | -11.8% |
| 30D | -7.4% | +32.1% | -39.5% | -8.8% |
| 3M | -22.9% | +21.5% | -44.4% | -23.6% |
| 6M | -1.2% | +82.1% | -83.3% | -3.2% |
| YTD | +3.9% | +31.6% | -27.8% | +9.5% |
| 1Y | +5.6% | +15.9% | -10.3% | +11.8% |
| All | +5.6% | +16.9% | -11.4% | +11.8% |
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