+43,271.4%
RMD vs HRB
+1,394.8%
+41,876.7%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.6% |
| 7D | +2.1% | -5.1% | +7.2% | +3.2% |
| 30D | +2.1% | +8.7% | -6.6% | +0.1% |
| 3M | +6.2% | -5.4% | +11.6% | +7.2% |
| 6M | +19.4% | +41.6% | -22.2% | +9.7% |
| YTD | +0.5% | +18.7% | -18.1% | -5.2% |
| 1Y | -3.9% | +16.4% | -20.4% | -9.1% |
| 3Y | +72.5% | +22.0% | +50.6% | +59.4% |
| 5Y | -1.5% | +141.2% | -142.7% | -23.6% |
| 10Y | +345.8% | +223.1% | +122.6% | +199.8% |
| All | +43,271.4% | +1,394.8% | +41,876.7% | +18,223.4% |
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