+32.2%
CVS vs HRB
+114.1%
-81.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.7% |
| 7D | -2.2% | -8.0% | +5.9% | -1.2% |
| 30D | -0.1% | -16.0% | +15.9% | +2.0% |
| 3M | -5.2% | +26.9% | -32.1% | -8.3% |
| 6M | +26.9% | +51.1% | -24.2% | +19.2% |
| YTD | +22.1% | +7.1% | +15.0% | +21.2% |
| 1Y | +30.8% | -9.6% | +40.4% | +33.4% |
| 3Y | +54.4% | +25.4% | +29.0% | +47.9% |
| All | +32.2% | +114.1% | -81.8% | +13.9% |
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 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