+141.9%
RY vs HRB
+126.2%
+15.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | -0.3% |
| 7D | +3.1% | -5.7% | +8.8% | +3.8% |
| 30D | -0.3% | +7.9% | -8.2% | -1.3% |
| 3M | +8.7% | +32.1% | -23.5% | +4.8% |
| 6M | +28.5% | +62.2% | -33.7% | +20.3% |
| YTD | +25.1% | +16.4% | +8.7% | +22.8% |
| 1Y | +46.3% | -0.3% | +46.6% | +46.9% |
| 3Y | +154.9% | +36.0% | +118.9% | +139.1% |
| All | +141.9% | +126.2% | +15.7% | +109.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling