+304.8%
RL vs HRB
+205.6%
+99.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -2.9% |
| 7D | -0.3% | -10.6% | +10.3% | +2.7% |
| 30D | -17.5% | -0.8% | -16.7% | -17.8% |
| 3M | -14.0% | +19.1% | -33.0% | -19.1% |
| 6M | -2.0% | +48.7% | -50.7% | -15.3% |
| YTD | -4.6% | +7.1% | -11.7% | -8.9% |
| 1Y | +9.5% | -8.3% | +17.8% | +9.5% |
| 3Y | +200.5% | +25.8% | +174.6% | +157.1% |
| 5Y | +226.3% | +111.1% | +115.2% | +121.5% |
| 10Y | +304.8% | +206.6% | +98.2% | +122.3% |
| All | +304.8% | +205.6% | +99.2% | +122.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling