+128.0%
RRC vs HRB
+141.1%
-13.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.8% |
| 7D | -5.2% | -4.0% | -1.2% | -4.7% |
| 30D | +25.2% | +15.8% | +9.5% | +22.5% |
| 3M | +27.4% | +12.0% | +15.4% | +24.8% |
| 6M | +27.0% | +40.7% | -13.8% | +20.0% |
| YTD | +46.3% | +21.0% | +25.3% | +41.7% |
| 1Y | +37.1% | +11.7% | +25.5% | +34.8% |
| 3Y | +60.2% | +25.0% | +35.2% | +48.7% |
| All | +128.0% | +141.1% | -13.2% | +71.3% |
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 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