+11,448.1%
RY vs HRB
+1,189.9%
+10,258.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | +0.2% |
| 7D | +3.1% | -5.7% | +8.8% | +4.4% |
| 30D | -0.3% | +7.9% | -8.2% | -2.4% |
| 3M | +8.7% | +32.1% | -23.5% | +1.4% |
| 6M | +28.5% | +62.2% | -33.7% | +13.3% |
| YTD | +25.1% | +16.4% | +8.7% | +18.3% |
| 1Y | +46.3% | -0.3% | +46.6% | +42.9% |
| 3Y | +154.9% | +36.0% | +118.9% | +128.0% |
| 5Y | +140.3% | +125.2% | +15.1% | +86.7% |
| 10Y | +377.0% | +237.7% | +139.4% | +214.4% |
| All | +11,448.1% | +1,189.9% | +10,258.2% | +5,195.9% |
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