+349.4%
RY vs HRB
+226.2%
+123.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.4% |
| 7D | -0.5% | -7.8% | +7.2% | +0.9% |
| 30D | +4.7% | +15.7% | -11.0% | +1.8% |
| 3M | -4.5% | -5.5% | +1.0% | -3.8% |
| 6M | +12.5% | +41.1% | -28.6% | +4.1% |
| YTD | +21.1% | +20.4% | +0.8% | +14.9% |
| 1Y | +38.6% | +15.2% | +23.4% | +32.6% |
| 3Y | +160.2% | +24.3% | +135.9% | +139.8% |
| 5Y | +124.7% | +144.7% | -20.0% | +72.4% |
| All | +349.4% | +226.2% | +123.1% | +205.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling