+47.7%
RBA vs HRB
+142.1%
-94.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.2% | +5.7% | +2.9% |
| 7D | +2.5% | -2.4% | +4.9% | +2.9% |
| 30D | +11.6% | +15.7% | -4.2% | +8.9% |
| 3M | +1.5% | +11.4% | -9.9% | -0.7% |
| 6M | -6.6% | +40.7% | -47.4% | -12.4% |
| YTD | -6.3% | +21.0% | -27.2% | -9.7% |
| 1Y | -4.0% | +7.2% | -11.2% | -5.2% |
| 3Y | +47.3% | +29.2% | +18.1% | +37.2% |
| 5Y | +47.7% | +142.3% | -94.7% | +15.8% |
| All | +47.7% | +142.1% | -94.5% | +15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling