+66.9%
DD vs HRB
+209.1%
-142.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -3.5% | -8.0% | +4.5% | -1.5% |
| 30D | -11.7% | -16.0% | +4.3% | -7.9% |
| 3M | -9.2% | +26.9% | -36.1% | -15.5% |
| 6M | -7.2% | +51.1% | -58.3% | -19.0% |
| YTD | +6.6% | +7.1% | -0.4% | +2.3% |
| 1Y | +32.0% | -9.6% | +41.6% | +33.1% |
| 3Y | +42.1% | +25.4% | +16.7% | +25.2% |
| 5Y | +58.1% | +114.9% | -56.9% | +12.6% |
| All | +66.9% | +209.1% | -142.3% | +1.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling