+1,907.2%
CVS vs HRB
+3,357.9%
-1,450.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | +0.4% |
| 7D | +4.0% | -5.7% | +9.6% | +5.2% |
| 30D | -2.4% | +7.9% | -10.3% | -4.3% |
| 3M | +2.7% | +32.1% | -29.5% | -3.8% |
| 6M | +21.9% | +62.2% | -40.4% | +8.3% |
| YTD | +24.7% | +16.4% | +8.3% | +18.5% |
| 1Y | +35.4% | -0.3% | +35.7% | +32.7% |
| 3Y | +65.2% | +36.0% | +29.2% | +49.2% |
| 5Y | +30.5% | +125.2% | -94.7% | +3.3% |
| 10Y | +40.4% | +237.7% | -197.3% | -4.6% |
| All | +1,907.2% | +3,357.9% | -1,450.7% | +551.0% |
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