-12.1%
DOW vs HRB
+149.2%
-161.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.2% |
| 7D | -1.4% | -8.0% | +6.6% | +1.1% |
| 30D | -3.9% | -16.0% | +12.0% | +1.1% |
| 3M | -12.7% | +26.9% | -39.5% | -20.3% |
| 6M | -13.7% | +51.1% | -64.8% | -27.1% |
| YTD | +28.4% | +7.1% | +21.3% | +22.0% |
| 1Y | +21.8% | -9.6% | +31.4% | +23.2% |
| 3Y | -35.7% | +25.4% | -61.1% | -45.4% |
| 5Y | -36.8% | +114.9% | -151.7% | -60.4% |
| All | -12.1% | +149.2% | -161.3% | -53.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling