+715.6%
RACE vs HRB
+109.9%
+605.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.0% | +2.1% | -1.2% |
| 7D | -2.5% | -5.7% | +3.1% | -1.6% |
| 30D | +0.8% | +7.9% | -7.1% | -0.8% |
| 3M | +17.2% | +32.1% | -15.0% | +11.1% |
| 6M | +13.6% | +62.2% | -48.7% | +3.0% |
| YTD | +12.2% | +16.4% | -4.2% | +8.0% |
| 1Y | -16.3% | -0.3% | -16.0% | -17.0% |
| 3Y | +36.4% | +36.0% | +0.4% | +24.9% |
| 5Y | +95.0% | +125.2% | -30.2% | +59.0% |
| 10Y | +813.2% | +237.7% | +575.6% | +543.8% |
| All | +715.6% | +109.9% | +605.7% | +529.1% |
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