+46.4%
RY vs HRB
-5.9%
+52.3%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.7% | -0.7% |
| 7D | +2.7% | -9.1% | +11.8% | +2.8% |
| 30D | -1.0% | +0.3% | -1.2% | -1.0% |
| 3M | +7.6% | +23.4% | -15.7% | +7.5% |
| 6M | +29.5% | +45.1% | -15.7% | +29.3% |
| YTD | +24.2% | +8.9% | +15.3% | +25.1% |
| 1Y | +46.4% | -7.9% | +54.3% | +46.7% |
| All | +46.4% | -5.9% | +52.3% | +46.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling