+47.4%
DVA vs HRB
+109.9%
-62.5%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.9% |
| 7D | -0.2% | -12.2% | +12.0% | +0.9% |
| 30D | +1.7% | -3.0% | +4.6% | +1.8% |
| 3M | -8.7% | +21.7% | -30.4% | -10.3% |
| 6M | +19.7% | +52.3% | -32.7% | +15.2% |
| YTD | +59.6% | +6.5% | +53.1% | +60.2% |
| 1Y | +37.1% | -6.7% | +43.8% | +40.1% |
| 3Y | +89.8% | +25.1% | +64.7% | +85.4% |
| 5Y | +47.4% | +113.8% | -66.4% | +32.0% |
| All | +47.4% | +109.9% | -62.5% | +32.0% |
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