+51.5%
RSP vs HRB
+112.6%
-61.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.5% | +5.4% | -0.1% |
| 7D | -0.4% | -9.1% | +8.7% | +1.0% |
| 30D | -1.5% | +0.3% | -1.8% | -1.9% |
| 3M | +4.8% | +23.4% | -18.6% | +0.9% |
| 6M | +10.3% | +45.1% | -34.9% | +2.9% |
| YTD | +14.1% | +8.9% | +5.2% | +12.3% |
| 1Y | +17.0% | -7.9% | +24.9% | +19.1% |
| 3Y | +54.2% | +27.9% | +26.2% | +42.7% |
| 5Y | +51.5% | +108.3% | -56.8% | +27.9% |
| All | +51.5% | +112.6% | -61.1% | +27.9% |
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