+32.4%
HDB vs HRB
+207.5%
-175.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | -6.2% | -12.2% | +6.0% | -3.7% |
| 30D | -6.2% | -3.0% | -3.3% | -6.0% |
| 3M | -5.9% | +21.7% | -27.6% | -10.2% |
| 6M | -25.9% | +52.3% | -78.2% | -33.3% |
| YTD | -40.2% | +6.5% | -46.7% | -41.9% |
| 1Y | -38.0% | -6.7% | -31.3% | -38.0% |
| 3Y | -30.5% | +25.1% | -55.6% | -36.8% |
| 5Y | -38.1% | +113.8% | -151.9% | -52.1% |
| All | +32.4% | +207.5% | -175.1% | -11.3% |
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