+60.6%
DVA vs HRB
+16.9%
+43.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.4% | +1.4% | +5.7% |
| 7D | +4.7% | +16.0% | -11.3% | +4.8% |
| 30D | +7.8% | +32.1% | -24.3% | +8.2% |
| 3M | -15.5% | +21.5% | -37.0% | -15.1% |
| 6M | +25.0% | +82.1% | -57.0% | +30.4% |
| YTD | +69.6% | +31.6% | +38.0% | +74.8% |
| 1Y | +60.6% | +15.9% | +44.7% | +69.2% |
| All | +60.6% | +16.9% | +43.7% | +69.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling