+250.8%
RL vs HRB
+127.3%
+123.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.0% | +6.0% | +2.5% |
| 7D | -0.8% | -5.7% | +4.9% | -0.2% |
| 30D | -7.8% | +7.9% | -15.7% | -8.7% |
| 3M | -4.0% | +32.1% | -36.1% | -7.6% |
| 6M | -1.9% | +62.2% | -64.1% | -9.2% |
| YTD | -0.2% | +16.4% | -16.6% | -1.3% |
| 1Y | +10.7% | -0.3% | +10.9% | +12.8% |
| 3Y | +210.8% | +36.0% | +174.7% | +176.9% |
| All | +250.8% | +127.3% | +123.5% | +157.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling