+851.5%
DE vs HRB
+209.1%
+642.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.5% |
| 7D | -2.6% | -8.0% | +5.5% | -0.6% |
| 30D | +9.0% | -16.0% | +25.0% | +13.5% |
| 3M | +19.1% | +26.9% | -7.7% | +11.3% |
| 6M | +14.4% | +51.1% | -36.7% | +0.9% |
| YTD | +45.9% | +7.1% | +38.9% | +40.5% |
| 1Y | +43.6% | -9.6% | +53.2% | +44.9% |
| 3Y | +75.9% | +25.4% | +50.5% | +58.3% |
| 5Y | +98.8% | +114.9% | -16.2% | +47.8% |
| All | +851.5% | +209.1% | +642.3% | +505.4% |
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