+4,106.4%
RBA vs HRB
+957.9%
+3,148.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +3.2% | -4.0% | +7.3% | +3.9% |
| 30D | +12.0% | +15.8% | -3.7% | +9.2% |
| 3M | +2.9% | +12.0% | -9.1% | +0.4% |
| 6M | -6.3% | +40.7% | -47.0% | -12.2% |
| YTD | -5.9% | +21.0% | -26.9% | -10.4% |
| 1Y | -3.9% | +11.7% | -15.5% | -7.2% |
| 3Y | +64.9% | +25.0% | +39.9% | +54.5% |
| 5Y | +48.5% | +141.0% | -92.6% | +22.6% |
| 10Y | +211.8% | +241.3% | -29.5% | +131.3% |
| All | +4,106.4% | +957.9% | +3,148.5% | +2,349.8% |
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 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