-13.8%
HRB vs CAI
-9.9%
-4.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.5% |
| 7D | -8.0% | -2.9% | -5.1% | -8.0% |
| 30D | -16.0% | +9.3% | -25.3% | -16.1% |
| 3M | +26.9% | +35.2% | -8.4% | +25.8% |
| 6M | +51.1% | +30.7% | +20.4% | +49.5% |
| YTD | +7.1% | -9.8% | +16.8% | +5.6% |
| 1Y | -9.6% | -28.9% | +19.2% | -11.3% |
| All | -13.8% | -9.9% | -4.0% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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