+54.2%
RGTI vs HRB
+146.0%
-91.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.7% |
| 7D | +0.5% | -8.0% | +8.5% | +0.7% |
| 30D | -17.1% | -16.0% | -1.1% | -16.7% |
| 3M | -26.0% | +26.9% | -52.8% | -27.0% |
| 6M | -9.9% | +51.1% | -61.0% | -13.7% |
| YTD | -31.1% | +7.1% | -38.1% | -30.8% |
| 1Y | -8.5% | -9.6% | +1.1% | -5.7% |
| 3Y | +652.2% | +25.4% | +626.8% | +579.1% |
| 5Y | +56.8% | +114.9% | -58.1% | +23.6% |
| All | +54.2% | +146.0% | -91.7% | +21.1% |
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 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