+1,511.7%
RRC vs HRB
+3,493.2%
-1,981.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -0.5% | -8.1% | +7.6% | +1.4% |
| 30D | +25.2% | +15.0% | +10.2% | +21.0% |
| 3M | +27.8% | +10.2% | +17.6% | +24.1% |
| 6M | +27.2% | +44.2% | -17.0% | +15.7% |
| YTD | +48.2% | +21.0% | +27.2% | +38.3% |
| 1Y | +34.7% | +12.0% | +22.7% | +27.9% |
| 3Y | +62.2% | +24.9% | +37.3% | +47.0% |
| 5Y | +130.9% | +144.6% | -13.7% | +75.6% |
| 10Y | +73.4% | +229.4% | -156.0% | +17.8% |
| All | +1,511.7% | +3,493.2% | -1,981.5% | +1,034.6% |
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