+9.5%
RL vs HRB
-9.2%
+18.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -3.5% |
| 7D | -0.3% | -10.6% | +10.3% | -1.2% |
| 30D | -17.5% | -0.8% | -16.7% | -17.2% |
| 3M | -14.0% | +19.1% | -33.0% | -11.7% |
| 6M | -2.0% | +48.7% | -50.7% | +3.4% |
| YTD | -4.6% | +7.1% | -11.7% | -0.4% |
| 1Y | +9.5% | -8.3% | +17.8% | +11.1% |
| All | +9.5% | -9.2% | +18.7% | +11.1% |
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 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