-12.8%
DT vs HRB
+22.6%
-35.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.1% |
| 7D | +3.1% | -5.1% | +8.2% | +4.2% |
| 30D | -29.5% | +8.7% | -38.2% | -31.0% |
| 3M | -11.7% | -5.4% | -6.3% | -11.1% |
| 6M | +29.0% | +41.6% | -12.6% | +17.6% |
| YTD | +3.4% | +18.7% | -15.3% | -4.7% |
| 1Y | -4.2% | +16.4% | -20.7% | -11.5% |
| 3Y | -12.8% | +22.0% | -34.8% | -22.2% |
| All | -12.8% | +22.6% | -35.4% | -22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling