+32.3%
DLR vs HRB
+140.6%
-108.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.8% |
| 7D | +3.3% | -5.1% | +8.4% | +3.8% |
| 30D | +4.6% | +8.7% | -4.1% | +3.8% |
| 3M | -8.3% | -5.4% | -2.9% | -7.9% |
| 6M | -5.6% | +41.6% | -47.2% | -9.1% |
| YTD | +18.7% | +18.7% | +0.1% | +17.9% |
| 1Y | +17.1% | +16.4% | +0.7% | +16.6% |
| 3Y | +54.4% | +22.0% | +32.4% | +47.7% |
| All | +32.3% | +140.6% | -108.3% | +10.6% |
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