+34.6%
RL vs HRB
+16.9%
+17.7%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.4% | +0.1% | +4.7% |
| 7D | +5.8% | +16.0% | -10.3% | +6.8% |
| 30D | +12.7% | +32.1% | -19.3% | +15.0% |
| 3M | +9.3% | +21.5% | -12.2% | +11.2% |
| 6M | +16.9% | +82.1% | -65.2% | +25.2% |
| YTD | +17.5% | +31.6% | -14.1% | +25.6% |
| 1Y | +34.6% | +15.9% | +18.7% | +41.9% |
| All | +34.6% | +16.9% | +17.7% | +41.9% |
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