-28.4%
DT vs HRB
+104.8%
-133.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.3% | +1.0% |
| 7D | -0.5% | -10.6% | +10.1% | +2.4% |
| 30D | +0.1% | -0.8% | +0.9% | -0.2% |
| 3M | +24.1% | +19.1% | +5.1% | +17.3% |
| 6M | +30.1% | +48.7% | -18.6% | +15.4% |
| YTD | +16.8% | +7.1% | +9.6% | +12.0% |
| 1Y | -0.1% | -8.3% | +8.2% | -0.7% |
| 3Y | +6.8% | +25.8% | -19.0% | -5.9% |
| 5Y | -28.4% | +111.1% | -139.5% | -45.2% |
| All | -28.4% | +104.8% | -133.2% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling