+1,606.2%
RL vs HRB
+1,387.6%
+218.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.3% | -4.0% | +5.4% | +2.6% |
| 30D | +7.6% | +15.8% | -8.1% | +2.7% |
| 3M | -1.5% | +12.0% | -13.5% | -5.9% |
| 6M | +12.1% | +40.7% | -28.7% | -1.3% |
| YTD | +13.9% | +21.0% | -7.1% | +2.8% |
| 1Y | +20.7% | +11.7% | +9.0% | +11.6% |
| 3Y | +260.6% | +25.0% | +235.6% | +210.0% |
| 5Y | +248.9% | +141.0% | +107.8% | +132.8% |
| 10Y | +355.9% | +241.3% | +114.6% | +151.3% |
| All | +1,606.2% | +1,387.6% | +218.6% | +401.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling