+90.0%
RSG vs HRB
+114.1%
-24.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.7% |
| 7D | 0.0% | -8.0% | +8.0% | +1.2% |
| 30D | +4.0% | -16.0% | +19.9% | +6.5% |
| 3M | +7.4% | +26.9% | -19.5% | +3.1% |
| 6M | +0.1% | +51.1% | -51.0% | -6.7% |
| YTD | +6.0% | +7.1% | -1.0% | +4.4% |
| 1Y | -3.0% | -9.6% | +6.6% | -1.8% |
| 3Y | +56.5% | +25.4% | +31.1% | +48.1% |
| All | +90.0% | +114.1% | -24.0% | +65.6% |
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 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