-10.8%
RGTI vs HRB
+49.0%
-59.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.8% |
| 7D | -0.1% | -12.2% | +12.0% | -5.8% |
| 30D | -16.2% | -3.0% | -13.2% | -16.5% |
| 3M | -22.0% | +21.7% | -43.7% | -10.0% |
| 6M | -10.8% | +52.3% | -63.1% | +13.2% |
| All | -10.8% | +49.0% | -59.8% | +13.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling