-10.4%
DOW vs HRB
+153.5%
-163.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.5% | +6.9% | +2.4% |
| 7D | -2.9% | -9.1% | +6.1% | -0.1% |
| 30D | +2.0% | +0.3% | +1.7% | +1.0% |
| 3M | -12.5% | +23.4% | -35.9% | -19.4% |
| 6M | -9.2% | +45.1% | -54.3% | -22.2% |
| YTD | +30.8% | +8.9% | +21.9% | +23.7% |
| 1Y | +29.4% | -7.9% | +37.3% | +30.2% |
| 3Y | -34.6% | +27.9% | -62.5% | -44.7% |
| 5Y | -35.9% | +108.3% | -144.3% | -59.0% |
| All | -10.4% | +153.5% | -163.9% | -52.8% |
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