+235.7%
DIA vs HRB
+221.6%
+14.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.4% |
| 7D | +2.1% | -5.1% | +7.2% | +3.2% |
| 30D | +1.5% | +8.7% | -7.2% | -0.4% |
| 3M | -2.4% | -5.4% | +3.0% | -1.7% |
| 6M | +6.0% | +41.6% | -35.6% | -2.8% |
| YTD | +10.1% | +18.7% | -8.6% | +4.1% |
| 1Y | +11.8% | +16.4% | -4.6% | +6.1% |
| 3Y | +59.7% | +22.0% | +37.7% | +46.9% |
| 5Y | +57.9% | +141.2% | -83.3% | +18.8% |
| All | +235.7% | +221.6% | +14.1% | +123.8% |
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