-23.5%
RCL vs HRB
-9.2%
-14.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.8% |
| 7D | -2.2% | -10.6% | +8.4% | -2.0% |
| 30D | -15.7% | -0.8% | -14.8% | -15.6% |
| 3M | -8.0% | +19.1% | -27.0% | -7.8% |
| 6M | -10.1% | +48.7% | -58.8% | -10.0% |
| YTD | -5.9% | +7.1% | -13.0% | +6.1% |
| 1Y | -23.5% | -8.3% | -15.2% | -10.9% |
| All | -23.5% | -9.2% | -14.3% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling