+1,105.4%
DIA vs HRB
+1,071.0%
+34.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | +1.6% | -7.8% | +9.4% | +3.6% |
| 30D | +1.2% | +15.7% | -14.5% | -2.7% |
| 3M | -2.4% | -5.5% | +3.1% | -1.5% |
| 6M | +5.7% | +41.1% | -35.5% | -4.7% |
| YTD | +9.9% | +20.4% | -10.4% | +1.7% |
| 1Y | +9.8% | +15.2% | -5.4% | +2.7% |
| 3Y | +59.8% | +24.3% | +35.4% | +43.4% |
| 5Y | +57.7% | +144.7% | -87.0% | +14.5% |
| 10Y | +235.8% | +227.8% | +8.0% | +107.4% |
| All | +1,105.4% | +1,071.0% | +34.4% | +323.7% |
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