-30.7%
HDB vs HRB
+25.9%
-56.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.1% | -1.7% |
| 7D | -4.9% | -10.6% | +5.7% | -4.4% |
| 30D | -5.8% | -0.8% | -5.0% | -5.8% |
| 3M | -5.2% | +19.1% | -24.3% | -6.0% |
| 6M | -25.7% | +48.7% | -74.4% | -27.1% |
| YTD | -39.6% | +7.1% | -46.7% | -39.3% |
| 1Y | -36.9% | -8.3% | -28.6% | -35.7% |
| All | -30.7% | +25.9% | -56.6% | -31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling