+1,507.8%
RL vs HRB
+1,437.2%
+70.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.9% | -0.1% |
| 7D | -4.2% | +2.7% | -6.8% | -4.9% |
| 30D | +4.3% | +22.1% | -17.8% | -2.1% |
| 3M | -4.6% | +15.7% | -20.3% | -9.7% |
| 6M | +1.7% | +83.3% | -81.6% | -18.8% |
| YTD | +7.3% | +25.0% | -17.7% | -4.0% |
| 1Y | +20.8% | +6.9% | +13.9% | +13.4% |
| 3Y | +247.0% | +39.0% | +207.9% | +187.8% |
| 5Y | +225.5% | +146.4% | +79.1% | +115.9% |
| 10Y | +363.0% | +254.4% | +108.6% | +152.3% |
| All | +1,507.8% | +1,437.2% | +70.6% | +367.8% |
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 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