+41.7%
RBA vs HRB
+112.6%
-70.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.5% | +4.5% | -1.0% |
| 7D | -1.1% | -9.1% | +8.0% | +0.4% |
| 30D | -13.2% | +0.3% | -13.5% | -13.6% |
| 3M | -21.4% | +23.4% | -44.7% | -24.5% |
| 6M | -20.9% | +45.1% | -66.0% | -26.7% |
| YTD | -19.9% | +8.9% | -28.7% | -21.5% |
| 1Y | -28.7% | -7.9% | -20.8% | -27.8% |
| 3Y | +27.4% | +27.9% | -0.5% | +18.0% |
| 5Y | +41.7% | +108.3% | -66.6% | +14.1% |
| All | +41.7% | +112.6% | -70.9% | +14.1% |
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 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