+583.4%
DG vs HRB
+378.9%
+204.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.0% | +5.5% | +2.1% |
| 7D | +8.4% | -5.7% | +14.1% | +9.3% |
| 30D | +4.9% | +7.9% | -3.0% | +3.5% |
| 3M | +29.3% | +32.1% | -2.8% | +23.7% |
| 6M | -11.3% | +62.2% | -73.5% | -18.0% |
| YTD | +1.8% | +16.4% | -14.6% | -1.6% |
| 1Y | +25.3% | -0.3% | +25.6% | +23.8% |
| 3Y | +9.1% | +36.0% | -26.9% | +1.9% |
| 5Y | -34.9% | +125.2% | -160.1% | -44.4% |
| 10Y | +108.2% | +237.7% | -129.5% | +58.4% |
| All | +583.4% | +378.9% | +204.5% | +394.0% |
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