+1,129.1%
DIA vs HRB
+1,032.4%
+96.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | +0.5% |
| 7D | -0.2% | -5.7% | +5.5% | +1.3% |
| 30D | -1.5% | +7.9% | -9.4% | -3.9% |
| 3M | +3.8% | +32.1% | -28.4% | -4.3% |
| 6M | +10.3% | +62.2% | -52.0% | -4.8% |
| YTD | +12.1% | +16.4% | -4.3% | +5.0% |
| 1Y | +18.6% | -0.3% | +18.9% | +15.4% |
| 3Y | +60.6% | +36.0% | +24.6% | +40.9% |
| 5Y | +64.4% | +125.2% | -60.8% | +22.3% |
| 10Y | +250.1% | +237.7% | +12.4% | +114.9% |
| All | +1,129.1% | +1,032.4% | +96.7% | +337.4% |
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 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