+7,085.5%
DRI vs HRB
+1,175.9%
+5,909.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | +0.7% |
| 7D | +0.6% | -5.7% | +6.2% | +2.3% |
| 30D | +3.8% | +7.9% | -4.1% | +1.0% |
| 3M | +13.0% | +32.1% | -19.1% | +3.0% |
| 6M | +8.3% | +62.2% | -53.9% | -8.7% |
| YTD | +20.6% | +16.4% | +4.2% | +11.7% |
| 1Y | +6.5% | -0.3% | +6.7% | +3.2% |
| 3Y | +53.7% | +36.0% | +17.7% | +32.2% |
| 5Y | +72.7% | +125.2% | -52.5% | +22.8% |
| 10Y | +363.2% | +237.7% | +125.5% | +176.2% |
| All | +7,085.5% | +1,175.9% | +5,909.6% | +2,781.9% |
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