+41,132.7%
RMD vs HRB
+1,366.4%
+39,766.3%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | +0.5% |
| 7D | -5.0% | -5.7% | +0.7% | -3.8% |
| 30D | +2.2% | +7.9% | -5.7% | +0.2% |
| 3M | +17.8% | +32.1% | -14.3% | +10.4% |
| 6M | -11.3% | +62.2% | -73.6% | -21.4% |
| YTD | -4.4% | +16.4% | -20.8% | -9.2% |
| 1Y | -15.7% | -0.3% | -15.5% | -17.3% |
| 3Y | +47.7% | +36.0% | +11.7% | +33.3% |
| 5Y | -19.2% | +125.2% | -144.4% | -36.3% |
| 10Y | +280.4% | +237.7% | +42.7% | +153.5% |
| All | +41,132.7% | +1,366.4% | +39,766.3% | +17,436.9% |
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