+319.7%
RL vs HRB
+221.6%
+98.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.3% | -0.8% |
| 7D | +2.6% | -5.1% | +7.7% | +4.0% |
| 30D | +2.9% | +8.7% | -5.7% | +0.5% |
| 3M | 0.0% | -5.4% | +5.4% | +1.1% |
| 6M | +17.1% | +41.6% | -24.5% | +4.3% |
| YTD | +10.1% | +18.7% | -8.5% | +2.0% |
| 1Y | +17.3% | +16.4% | +0.9% | +9.1% |
| 3Y | +249.3% | +22.0% | +227.4% | +205.5% |
| 5Y | +240.9% | +141.2% | +99.7% | +121.5% |
| All | +319.7% | +221.6% | +98.1% | +129.8% |
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