+63.6%
DIA vs HRB
+104.8%
-41.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.6% |
| 7D | -1.2% | -10.6% | +9.4% | +0.1% |
| 30D | -2.7% | -0.8% | -1.9% | -2.8% |
| 3M | +3.3% | +19.1% | -15.8% | +0.5% |
| 6M | +10.4% | +48.7% | -38.3% | +3.6% |
| YTD | +10.0% | +7.1% | +2.9% | +8.9% |
| 1Y | +16.2% | -8.3% | +24.5% | +18.1% |
| 3Y | +58.7% | +25.8% | +32.9% | +49.6% |
| 5Y | +63.6% | +111.1% | -47.5% | +42.0% |
| All | +63.6% | +104.8% | -41.3% | +42.0% |
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