+180.6%
DVA vs HRB
+209.1%
-28.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -1.3% | -8.0% | +6.7% | +0.1% |
| 30D | 0.0% | -16.0% | +16.0% | +3.1% |
| 3M | -10.9% | +26.9% | -37.8% | -15.1% |
| 6M | +17.3% | +51.1% | -33.9% | +7.4% |
| YTD | +59.8% | +7.1% | +52.7% | +56.0% |
| 1Y | +36.3% | -9.6% | +45.9% | +37.7% |
| 3Y | +88.6% | +25.4% | +63.2% | +74.6% |
| 5Y | +47.5% | +114.9% | -67.4% | +16.9% |
| All | +180.6% | +209.1% | -28.6% | +91.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling