+216.2%
RL vs HRB
+38.9%
+177.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.0% | +6.0% | +1.9% |
| 7D | -0.8% | -5.7% | +4.9% | -1.0% |
| 30D | -7.8% | +7.9% | -15.7% | -7.4% |
| 3M | -4.0% | +32.1% | -36.1% | -2.9% |
| 6M | -1.9% | +62.2% | -64.1% | -0.4% |
| YTD | -0.2% | +16.4% | -16.6% | +2.7% |
| 1Y | +10.7% | -0.3% | +10.9% | +14.5% |
| All | +216.2% | +38.9% | +177.3% | +189.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling