+1,107.0%
DIA vs HRB
+1,054.4%
+52.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.5% |
| 7D | +2.1% | -5.1% | +7.2% | +3.4% |
| 30D | +1.5% | +8.7% | -7.2% | -0.8% |
| 3M | -2.4% | -5.4% | +3.0% | -1.6% |
| 6M | +6.0% | +41.6% | -35.6% | -4.5% |
| YTD | +10.1% | +18.7% | -8.6% | +2.2% |
| 1Y | +11.8% | +16.4% | -4.6% | +4.2% |
| 3Y | +59.7% | +22.0% | +37.7% | +44.0% |
| 5Y | +57.9% | +141.2% | -83.3% | +15.0% |
| 10Y | +236.2% | +223.1% | +13.1% | +108.5% |
| All | +1,107.0% | +1,054.4% | +52.6% | +325.7% |
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