+2.0%
RDW vs HRB
+233.9%
-231.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.3% |
| 7D | +0.9% | -8.0% | +8.9% | +1.0% |
| 30D | -21.3% | -16.0% | -5.3% | -21.0% |
| 3M | -37.9% | +26.9% | -64.7% | -38.6% |
| 6M | +12.3% | +51.1% | -38.9% | +8.6% |
| YTD | +39.7% | +7.1% | +32.7% | +39.0% |
| 1Y | +25.7% | -9.6% | +35.3% | +26.9% |
| 3Y | +230.8% | +25.4% | +205.4% | +225.6% |
| 5Y | -8.8% | +114.9% | -123.7% | -2.8% |
| All | +2.0% | +233.9% | -231.8% | +9.8% |
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