+68.3%
DGX vs HRB
+114.1%
-45.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.1% | +1.6% |
| 7D | -0.9% | -8.0% | +7.1% | 0.0% |
| 30D | -1.2% | -16.0% | +14.8% | +0.6% |
| 3M | +15.8% | +26.9% | -11.1% | +12.4% |
| 6M | +18.2% | +51.1% | -33.0% | +12.3% |
| YTD | +37.2% | +7.1% | +30.1% | +35.6% |
| 1Y | +30.4% | -9.6% | +40.0% | +31.7% |
| 3Y | +96.7% | +25.4% | +71.3% | +88.0% |
| All | +68.3% | +114.1% | -45.8% | +51.9% |
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