+1,992.3%
RSG vs HRB
+945.0%
+1,047.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.7% |
| 7D | 0.0% | -10.6% | +10.6% | +2.4% |
| 30D | +3.7% | -0.8% | +4.5% | +3.3% |
| 3M | +6.2% | +19.1% | -12.9% | +1.4% |
| 6M | -2.8% | +48.7% | -51.5% | -12.3% |
| YTD | +5.9% | +7.1% | -1.2% | +2.2% |
| 1Y | -1.8% | -8.3% | +6.6% | -1.9% |
| 3Y | +57.5% | +25.8% | +31.7% | +44.0% |
| 5Y | +91.1% | +111.1% | -20.0% | +51.7% |
| 10Y | +428.1% | +206.6% | +221.5% | +258.1% |
| All | +1,992.3% | +945.0% | +1,047.2% | +765.1% |
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 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