+3,455.2%
DTE vs HRB
+3,081.6%
+373.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.6% |
| 7D | 0.0% | -10.6% | +10.6% | +2.1% |
| 30D | -0.5% | -0.8% | +0.3% | -0.8% |
| 3M | -6.0% | +19.1% | -25.1% | -9.7% |
| 6M | -7.2% | +48.7% | -55.9% | -15.3% |
| YTD | +7.2% | +7.1% | +0.1% | +3.7% |
| 1Y | +4.1% | -8.3% | +12.4% | +3.6% |
| 3Y | +46.9% | +25.8% | +21.0% | +35.4% |
| 5Y | +32.9% | +111.1% | -78.2% | +8.5% |
| 10Y | +144.5% | +206.6% | -62.1% | +76.3% |
| All | +3,455.2% | +3,081.6% | +373.6% | +1,278.9% |
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