+591.6%
DG vs HRB
+388.2%
+203.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.1% |
| 7D | +0.3% | -5.1% | +5.4% | +1.1% |
| 30D | +3.2% | +8.7% | -5.4% | +2.0% |
| 3M | +10.4% | -5.4% | +15.8% | +11.2% |
| 6M | +33.2% | +41.6% | -8.4% | +26.0% |
| YTD | +3.0% | +18.7% | -15.7% | -0.7% |
| 1Y | +31.2% | +16.4% | +14.8% | +26.8% |
| 3Y | +21.8% | +22.0% | -0.2% | +15.8% |
| 5Y | -35.0% | +141.2% | -176.2% | -45.0% |
| 10Y | +106.0% | +223.1% | -117.1% | +58.1% |
| All | +591.6% | +388.2% | +203.4% | +398.4% |
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