+1,395.2%
RL vs HRB
+1,331.3%
+63.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.0% | +6.0% | +3.3% |
| 7D | -0.8% | -5.7% | +4.9% | +0.9% |
| 30D | -7.8% | +7.9% | -15.7% | -10.5% |
| 3M | -4.0% | +32.1% | -36.1% | -13.1% |
| 6M | -1.9% | +62.2% | -64.1% | -18.8% |
| YTD | -0.2% | +16.4% | -16.6% | -8.4% |
| 1Y | +10.7% | -0.3% | +10.9% | +6.3% |
| 3Y | +210.8% | +36.0% | +174.7% | +159.8% |
| 5Y | +238.2% | +125.2% | +113.0% | +131.5% |
| 10Y | +313.4% | +237.7% | +75.7% | +129.1% |
| All | +1,395.2% | +1,331.3% | +63.9% | +346.3% |
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