+404.6%
DHI vs HRB
+209.1%
+195.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | -3.4% | -8.0% | +4.6% | -1.2% |
| 30D | -5.4% | -16.0% | +10.5% | -1.1% |
| 3M | -10.4% | +26.9% | -37.3% | -17.1% |
| 6M | -2.8% | +51.1% | -53.9% | -15.6% |
| YTD | -3.4% | +7.1% | -10.5% | -7.5% |
| 1Y | -22.9% | -9.6% | -13.3% | -22.2% |
| 3Y | +20.7% | +25.4% | -4.7% | +7.1% |
| 5Y | +62.1% | +114.9% | -52.8% | +17.4% |
| All | +404.6% | +209.1% | +195.4% | +200.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling