+47.5%
ROK vs HRB
+114.1%
-66.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.1% | +1.6% |
| 7D | -1.2% | -8.0% | +6.8% | 0.0% |
| 30D | -4.8% | -16.0% | +11.2% | -2.3% |
| 3M | -6.1% | +26.9% | -33.0% | -10.4% |
| 6M | +15.5% | +51.1% | -35.6% | +5.4% |
| YTD | +11.2% | +7.1% | +4.1% | +9.5% |
| 1Y | +23.8% | -9.6% | +33.5% | +26.8% |
| 3Y | +53.1% | +25.4% | +27.7% | +40.4% |
| All | +47.5% | +114.1% | -66.6% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling