+11,000.4%
RY vs HRB
+1,285.3%
+9,715.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.2% | +2.9% | -0.4% |
| 7D | -0.9% | +2.7% | -3.6% | -1.5% |
| 30D | +5.9% | +22.1% | -16.2% | +1.2% |
| 3M | -4.3% | +15.7% | -20.0% | -7.9% |
| 6M | +12.1% | +83.3% | -71.2% | -3.8% |
| YTD | +20.3% | +25.0% | -4.8% | +11.7% |
| 1Y | +41.0% | +6.9% | +34.1% | +35.5% |
| 3Y | +157.5% | +39.0% | +118.5% | +128.8% |
| 5Y | +123.2% | +146.4% | -23.2% | +69.7% |
| 10Y | +365.7% | +254.4% | +111.3% | +203.0% |
| All | +11,000.4% | +1,285.3% | +9,715.0% | +4,897.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling