+115.6%
DT vs HRB
+115.3%
+0.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.7% |
| 7D | -2.5% | -12.2% | +9.6% | +0.2% |
| 30D | +3.5% | -3.0% | +6.5% | +3.8% |
| 3M | +26.7% | +21.7% | +5.0% | +20.5% |
| 6M | +36.1% | +52.3% | -16.2% | +22.9% |
| YTD | +18.6% | +6.5% | +12.2% | +14.9% |
| 1Y | +7.9% | -6.7% | +14.6% | +7.0% |
| 3Y | +8.6% | +25.1% | -16.5% | -0.2% |
| 5Y | -26.7% | +113.8% | -140.4% | -39.5% |
| All | +115.6% | +115.3% | +0.3% | +83.4% |
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