+113.8%
HRB vs RVTY
-34.5%
+148.3%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.8% | -0.2% |
| 7D | -12.2% | -7.4% | -4.8% | -11.0% |
| 30D | -3.0% | +4.5% | -7.5% | -3.6% |
| 3M | +21.7% | +19.5% | +2.2% | +18.2% |
| 6M | +52.3% | +34.1% | +18.2% | +44.4% |
| YTD | +6.5% | +25.3% | -18.8% | +2.1% |
| 1Y | -6.7% | +47.0% | -53.7% | -13.4% |
| 3Y | +25.1% | +14.1% | +11.0% | +19.8% |
| 5Y | +113.8% | -34.6% | +148.3% | +122.5% |
| All | +113.8% | -34.5% | +148.3% | +122.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling