+1,196.2%
DVN vs HRB
+3,081.6%
-1,885.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.6% |
| 7D | -0.1% | -10.6% | +10.5% | +2.5% |
| 30D | +8.0% | -0.8% | +8.8% | +7.5% |
| 3M | +11.9% | +19.1% | -7.1% | +6.1% |
| 6M | +10.6% | +48.7% | -38.1% | -1.8% |
| YTD | +35.4% | +7.1% | +28.3% | +29.3% |
| 1Y | +46.5% | -8.3% | +54.8% | +45.0% |
| 3Y | +3.0% | +25.8% | -22.9% | -7.8% |
| 5Y | +120.5% | +111.1% | +9.4% | +70.1% |
| 10Y | +62.5% | +206.6% | -144.1% | +9.4% |
| All | +1,196.2% | +3,081.6% | -1,885.4% | +487.5% |
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