+3,794.9%
RRX vs HRB
+3,081.6%
+713.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.1% |
| 7D | -0.7% | -10.6% | +9.9% | +2.1% |
| 30D | -8.0% | -0.8% | -7.1% | -8.3% |
| 3M | -25.1% | +19.1% | -44.1% | -29.5% |
| 6M | -18.3% | +48.7% | -67.0% | -29.3% |
| YTD | +14.2% | +7.1% | +7.1% | +7.3% |
| 1Y | +13.0% | -8.3% | +21.4% | +10.6% |
| 3Y | +4.2% | +25.8% | -21.6% | -8.8% |
| 5Y | +17.9% | +111.1% | -93.2% | -12.8% |
| 10Y | +220.4% | +206.6% | +13.9% | +101.3% |
| All | +3,794.9% | +3,081.6% | +713.3% | +1,477.0% |
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