+213.0%
HRB vs RVTY
+211.6%
+1.4%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.1% |
| 7D | -5.1% | -0.5% | -4.6% | -5.0% |
| 30D | +8.7% | +1.5% | +7.1% | +7.9% |
| 3M | -5.4% | +31.5% | -36.8% | -11.7% |
| 6M | +41.6% | +62.7% | -21.1% | +25.3% |
| YTD | +18.7% | +60.0% | -41.3% | +4.7% |
| 1Y | +16.4% | +65.7% | -49.3% | +1.7% |
| 3Y | +22.0% | +85.2% | -63.2% | +0.4% |
| 5Y | +141.2% | -14.9% | +156.1% | +141.6% |
| All | +213.0% | +211.6% | +1.4% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling