-38.5%
DG vs HRB
+104.8%
-143.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -0.9% | -2.3% |
| 7D | -4.8% | -10.6% | +5.8% | -3.3% |
| 30D | +1.8% | -0.8% | +2.6% | +1.6% |
| 3M | +14.5% | +19.1% | -4.6% | +11.3% |
| 6M | -13.6% | +48.7% | -62.3% | -18.8% |
| YTD | -4.8% | +7.1% | -11.9% | -6.4% |
| 1Y | +21.6% | -8.3% | +29.9% | +22.3% |
| 3Y | +4.5% | +25.8% | -21.4% | -1.6% |
| 5Y | -38.5% | +111.1% | -149.6% | -48.4% |
| All | -38.5% | +104.8% | -143.3% | -48.4% |
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 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