+25.5%
HRB vs RVTY
+16.6%
+8.9%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.3% |
| 7D | -10.6% | -5.4% | -5.2% | -9.9% |
| 30D | -0.8% | +6.7% | -7.6% | -1.7% |
| 3M | +19.1% | +19.0% | 0.0% | +16.2% |
| 6M | +48.7% | +34.6% | +14.1% | +42.2% |
| YTD | +7.1% | +28.3% | -21.2% | +3.2% |
| 1Y | -8.3% | +46.0% | -54.4% | -13.8% |
| All | +25.5% | +16.6% | +8.9% | +22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling