+151.6%
RRC vs HRB
+104.8%
+46.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | -0.1% |
| 7D | -1.7% | -10.6% | +8.9% | -0.1% |
| 30D | +3.6% | -0.8% | +4.4% | +3.4% |
| 3M | +8.8% | +19.1% | -10.2% | +5.4% |
| 6M | +0.8% | +48.7% | -47.9% | -6.5% |
| YTD | +19.0% | +7.1% | +11.9% | +17.3% |
| 1Y | +22.9% | -8.3% | +31.2% | +24.8% |
| 3Y | +32.3% | +25.8% | +6.5% | +19.6% |
| 5Y | +151.6% | +111.1% | +40.5% | +109.1% |
| All | +151.6% | +104.8% | +46.7% | +109.1% |
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