+159.7%
RY vs HRB
+22.6%
+137.1%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.3% | -0.1% |
| 7D | +0.6% | -5.1% | +5.7% | +0.9% |
| 30D | +5.0% | +8.7% | -3.6% | +4.6% |
| 3M | -5.3% | -5.4% | +0.1% | -5.1% |
| 6M | +13.8% | +41.6% | -27.7% | +11.2% |
| YTD | +21.0% | +18.7% | +2.3% | +20.7% |
| 1Y | +40.5% | +16.4% | +24.1% | +40.5% |
| 3Y | +159.7% | +22.0% | +137.7% | +155.5% |
| All | +159.7% | +22.6% | +137.1% | +155.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling