+66.7%
HDB vs HRB
+221.6%
-154.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.8% |
| 7D | +2.7% | -5.1% | +7.8% | +3.8% |
| 30D | +14.1% | +8.7% | +5.5% | +12.1% |
| 3M | +11.8% | -5.4% | +17.2% | +12.8% |
| 6M | +8.2% | +41.6% | -33.4% | -0.4% |
| YTD | -29.3% | +18.7% | -48.0% | -33.0% |
| 1Y | -28.8% | +16.4% | -45.2% | -32.2% |
| 3Y | -7.5% | +22.0% | -29.5% | -15.0% |
| 5Y | -23.1% | +141.2% | -164.3% | -42.1% |
| All | +66.7% | +221.6% | -154.9% | +7.0% |
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 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