-18.0%
RMD vs HRB
-8.2%
-9.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -4.2% | -12.2% | +8.0% | -3.0% |
| 30D | -2.1% | -3.0% | +0.9% | -1.7% |
| 3M | +13.8% | +21.7% | -7.9% | +12.4% |
| 6M | -10.6% | +52.3% | -62.9% | -12.0% |
| YTD | -8.1% | +6.5% | -14.6% | -8.6% |
| 1Y | -18.0% | -6.7% | -11.3% | -18.3% |
| All | -18.0% | -8.2% | -9.7% | -18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling