+99.6%
DE vs HRB
+114.1%
-14.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.4% |
| 7D | -2.6% | -8.0% | +5.5% | -1.4% |
| 30D | +9.0% | -16.0% | +25.0% | +11.7% |
| 3M | +19.1% | +26.9% | -7.7% | +14.5% |
| 6M | +14.4% | +51.1% | -36.7% | +6.0% |
| YTD | +45.9% | +7.1% | +38.9% | +45.4% |
| 1Y | +43.6% | -9.6% | +53.2% | +48.9% |
| 3Y | +75.9% | +25.4% | +50.5% | +66.4% |
| All | +99.6% | +114.1% | -14.4% | +71.2% |
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