+58.3%
DIA vs HRB
+145.1%
-86.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -1.6% | -8.1% | +6.5% | -0.7% |
| 30D | +1.3% | +15.0% | -13.7% | -0.5% |
| 3M | -2.1% | +10.2% | -12.3% | -3.6% |
| 6M | +6.2% | +44.2% | -38.0% | +0.7% |
| YTD | +10.3% | +21.0% | -10.6% | +7.6% |
| 1Y | +11.0% | +12.0% | -1.0% | +9.7% |
| 3Y | +60.4% | +24.9% | +35.4% | +52.8% |
| All | +58.3% | +145.1% | -86.8% | +32.4% |
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