+59.6%
DD vs HRB
+104.8%
-45.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -2.4% |
| 7D | -3.8% | -10.6% | +6.8% | -2.5% |
| 30D | -9.2% | -0.8% | -8.4% | -9.3% |
| 3M | -9.0% | +19.1% | -28.1% | -11.4% |
| 6M | -5.0% | +48.7% | -53.7% | -11.0% |
| YTD | +7.4% | +7.1% | +0.3% | +7.3% |
| 1Y | +35.1% | -8.3% | +43.4% | +39.6% |
| 3Y | +43.2% | +25.8% | +17.4% | +32.6% |
| 5Y | +59.6% | +111.1% | -51.4% | +29.2% |
| All | +59.6% | +104.8% | -45.2% | +29.2% |
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