+4,318.7%
DVA vs HRB
+1,046.0%
+3,272.6%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.5% | +4.3% | -0.9% |
| 7D | +2.2% | -9.1% | +11.3% | +4.1% |
| 30D | -2.0% | +0.3% | -2.3% | -2.4% |
| 3M | -6.3% | +23.4% | -29.6% | -10.6% |
| 6M | +19.4% | +45.1% | -25.7% | +9.2% |
| YTD | +58.5% | +8.9% | +49.6% | +52.7% |
| 1Y | +33.9% | -7.9% | +41.8% | +33.4% |
| 3Y | +88.4% | +27.9% | +60.5% | +72.6% |
| 5Y | +39.5% | +108.3% | -68.8% | +12.3% |
| 10Y | +179.5% | +208.4% | -29.0% | +94.5% |
| All | +4,318.7% | +1,046.0% | +3,272.6% | +1,816.6% |
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