-37.8%
HDB vs HRB
+104.8%
-142.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.1% | -1.6% |
| 7D | -4.9% | -10.6% | +5.7% | -3.7% |
| 30D | -5.8% | -0.8% | -5.0% | -5.9% |
| 3M | -5.2% | +19.1% | -24.3% | -7.4% |
| 6M | -25.7% | +48.7% | -74.4% | -29.7% |
| YTD | -39.6% | +7.1% | -46.7% | -40.1% |
| 1Y | -36.9% | -8.3% | -28.6% | -35.9% |
| 3Y | -29.7% | +25.8% | -55.6% | -34.1% |
| 5Y | -37.8% | +111.1% | -148.9% | -46.0% |
| All | -37.8% | +104.8% | -142.6% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling