+117.6%
DT vs HRB
+135.4%
-17.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.4% | -0.8% |
| 7D | -3.3% | -5.7% | +2.4% | -2.1% |
| 30D | +2.0% | +7.9% | -5.9% | 0.0% |
| 3M | +20.0% | +32.1% | -12.1% | +12.1% |
| 6M | +39.3% | +62.2% | -23.0% | +24.1% |
| YTD | +19.8% | +16.4% | +3.3% | +13.8% |
| 1Y | +4.3% | -0.3% | +4.5% | +2.0% |
| 3Y | +7.7% | +36.0% | -28.3% | -2.8% |
| 5Y | -26.8% | +125.2% | -152.0% | -40.4% |
| All | +117.6% | +135.4% | -17.8% | +81.6% |
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