+9,430.1%
DGX vs HRB
+1,489.3%
+7,940.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.3% |
| 7D | -2.2% | -10.6% | +8.4% | -0.1% |
| 30D | -0.9% | -0.8% | -0.1% | -1.2% |
| 3M | +15.6% | +19.1% | -3.5% | +11.0% |
| 6M | +17.8% | +48.7% | -30.9% | +7.6% |
| YTD | +37.5% | +7.1% | +30.4% | +33.1% |
| 1Y | +31.2% | -8.3% | +39.5% | +30.8% |
| 3Y | +96.6% | +25.8% | +70.8% | +81.2% |
| 5Y | +64.9% | +111.1% | -46.2% | +33.7% |
| 10Y | +254.6% | +206.6% | +48.0% | +148.9% |
| All | +9,430.1% | +1,489.3% | +7,940.8% | +3,857.5% |
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