+100.8%
DG vs HRB
+221.6%
-120.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.1% |
| 7D | +0.3% | -5.1% | +5.4% | +1.0% |
| 30D | +3.2% | +8.7% | -5.4% | +2.1% |
| 3M | +10.4% | -5.4% | +15.8% | +11.2% |
| 6M | +33.2% | +41.6% | -8.4% | +26.6% |
| YTD | +3.0% | +18.7% | -15.7% | -0.3% |
| 1Y | +31.2% | +16.4% | +14.8% | +27.3% |
| 3Y | +21.8% | +22.0% | -0.2% | +16.4% |
| 5Y | -35.0% | +141.2% | -176.2% | -44.0% |
| All | +100.8% | +221.6% | -120.8% | +61.8% |
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