-35.9%
DOW vs HRB
+104.8%
-140.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | -0.4% |
| 7D | -6.0% | -10.6% | +4.6% | -4.6% |
| 30D | -2.7% | -0.8% | -1.9% | -3.0% |
| 3M | -10.5% | +19.1% | -29.5% | -13.2% |
| 6M | -12.4% | +48.7% | -61.1% | -18.5% |
| YTD | +30.0% | +7.1% | +22.9% | +29.1% |
| 1Y | +27.8% | -8.3% | +36.1% | +31.4% |
| 3Y | -34.9% | +25.8% | -60.8% | -39.3% |
| 5Y | -35.9% | +111.1% | -147.0% | -46.1% |
| All | -35.9% | +104.8% | -140.7% | -46.1% |
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 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