-5.7%
DT vs HRB
+16.9%
-22.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.9% | -1.5% |
| 7D | -25.5% | +16.0% | -41.6% | -28.2% |
| 30D | -22.3% | +32.1% | -54.4% | -27.9% |
| 3M | +2.3% | +21.5% | -19.2% | -3.5% |
| 6M | +20.7% | +82.1% | -61.4% | -0.3% |
| YTD | +7.9% | +31.6% | -23.7% | -7.9% |
| 1Y | -5.7% | +15.9% | -21.6% | -20.4% |
| All | -5.7% | +16.9% | -22.6% | -20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling