+1,127.7%
RSP vs HRB
+461.8%
+666.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | +0.7% |
| 7D | -0.8% | -5.7% | +4.9% | +0.9% |
| 30D | -0.3% | +7.9% | -8.2% | -3.1% |
| 3M | +4.3% | +32.1% | -27.8% | -4.9% |
| 6M | +8.8% | +62.2% | -53.4% | -8.1% |
| YTD | +15.3% | +16.4% | -1.1% | +7.0% |
| 1Y | +18.3% | -0.3% | +18.6% | +14.8% |
| 3Y | +52.8% | +36.0% | +16.8% | +31.2% |
| 5Y | +51.7% | +125.2% | -73.5% | +7.5% |
| 10Y | +208.5% | +237.7% | -29.2% | +73.1% |
| All | +1,127.7% | +461.8% | +666.0% | +379.9% |
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 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