+67.3%
DVN vs HRB
+209.1%
-141.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | +4.5% | -8.0% | +12.5% | +6.9% |
| 30D | +12.0% | -16.0% | +27.9% | +17.2% |
| 3M | +13.4% | +26.9% | -13.5% | +4.3% |
| 6M | +12.1% | +51.1% | -39.0% | -3.7% |
| YTD | +38.8% | +7.1% | +31.8% | +32.1% |
| 1Y | +46.0% | -9.6% | +55.6% | +46.5% |
| 3Y | +9.5% | +25.4% | -15.9% | -5.7% |
| 5Y | +125.3% | +114.9% | +10.3% | +53.3% |
| All | +67.3% | +209.1% | -141.9% | +1.1% |
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