+227.1%
RCL vs HRB
+104.8%
+122.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.4% |
| 7D | -2.2% | -10.6% | +8.4% | +0.4% |
| 30D | -15.7% | -0.8% | -14.8% | -16.0% |
| 3M | -8.0% | +19.1% | -27.0% | -12.7% |
| 6M | -10.1% | +48.7% | -58.8% | -20.9% |
| YTD | -5.9% | +7.1% | -13.0% | -7.5% |
| 1Y | -23.5% | -8.3% | -15.2% | -20.6% |
| 3Y | +174.4% | +25.8% | +148.5% | +139.9% |
| 5Y | +227.1% | +111.1% | +116.0% | +135.1% |
| All | +227.1% | +104.8% | +122.3% | +135.1% |
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