+92.0%
RIO vs HRB
+109.9%
-17.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -4.2% |
| 7D | -3.4% | -12.2% | +8.8% | -2.7% |
| 30D | +0.6% | -3.0% | +3.5% | +0.6% |
| 3M | +2.5% | +21.7% | -19.2% | +1.1% |
| 6M | +10.8% | +52.3% | -41.5% | +6.9% |
| YTD | +30.5% | +6.5% | +24.0% | +31.1% |
| 1Y | +68.1% | -6.7% | +74.8% | +71.8% |
| 3Y | +94.0% | +25.1% | +68.9% | +86.9% |
| 5Y | +92.0% | +113.8% | -21.8% | +71.2% |
| All | +92.0% | +109.9% | -17.9% | +71.2% |
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 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