+1,458.7%
DIS vs HRB
+3,357.9%
-1,899.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.3% | -0.7% |
| 7D | -2.6% | -5.7% | +3.1% | -1.1% |
| 30D | +3.5% | +7.9% | -4.4% | +1.0% |
| 3M | +6.8% | +32.1% | -25.3% | -1.5% |
| 6M | +3.0% | +62.2% | -59.3% | -11.2% |
| YTD | -6.7% | +16.4% | -23.1% | -12.5% |
| 1Y | -10.1% | -0.3% | -9.8% | -12.2% |
| 3Y | +33.0% | +36.0% | -3.0% | +16.8% |
| 5Y | -40.0% | +125.2% | -165.2% | -55.3% |
| 10Y | +21.1% | +237.7% | -216.6% | -25.6% |
| All | +1,458.7% | +3,357.9% | -1,899.2% | +294.1% |
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