+14,337.8%
DE vs HRB
+3,134.5%
+11,203.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.5% | +4.6% | -0.2% |
| 7D | +0.7% | -9.1% | +9.7% | +3.1% |
| 30D | +9.6% | +0.3% | +9.4% | +9.0% |
| 3M | +19.0% | +23.4% | -4.4% | +11.4% |
| 6M | +16.1% | +45.1% | -29.1% | +2.7% |
| YTD | +47.0% | +8.9% | +38.1% | +39.3% |
| 1Y | +43.1% | -7.9% | +51.1% | +41.7% |
| 3Y | +77.5% | +27.9% | +49.6% | +58.0% |
| 5Y | +96.4% | +108.3% | -12.0% | +49.1% |
| 10Y | +852.9% | +208.4% | +644.4% | +507.2% |
| All | +14,337.8% | +3,134.5% | +11,203.3% | +4,227.4% |
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 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