-15.2%
RDW vs HRB
+15.1%
-30.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.8% | -0.8% | -19.0% | -20.0% |
| 7D | -32.4% | +10.7% | -43.2% | -31.0% |
| 30D | -41.7% | +29.0% | -70.8% | -38.8% |
| 3M | -42.3% | +21.0% | -63.2% | -39.7% |
| 6M | -28.8% | +86.9% | -115.7% | -23.8% |
| YTD | -18.6% | +30.5% | -49.1% | -16.4% |
| 1Y | -15.2% | +13.6% | -28.8% | -14.1% |
| All | -15.2% | +15.1% | -30.3% | -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 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