+373.9%
RY vs HRB
+213.0%
+160.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.7% | +0.5% |
| 7D | +2.7% | -9.1% | +11.8% | +4.5% |
| 30D | -1.0% | +0.3% | -1.2% | -1.4% |
| 3M | +7.6% | +23.4% | -15.7% | +2.5% |
| 6M | +29.5% | +45.1% | -15.7% | +18.3% |
| YTD | +24.2% | +8.9% | +15.3% | +20.2% |
| 1Y | +46.4% | -7.9% | +54.3% | +46.7% |
| 3Y | +159.4% | +27.9% | +131.5% | +136.7% |
| 5Y | +141.8% | +108.3% | +33.5% | +92.2% |
| 10Y | +373.9% | +208.4% | +165.5% | +217.6% |
| All | +373.9% | +213.0% | +160.9% | +217.6% |
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 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