+310.8%
EAT vs HRB
+221.6%
+89.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.9% |
| 7D | -4.0% | -5.1% | +1.1% | -1.9% |
| 30D | -2.9% | +8.7% | -11.6% | -6.5% |
| 3M | -16.9% | -5.4% | -11.5% | -15.7% |
| 6M | +57.0% | +41.6% | +15.4% | +32.8% |
| YTD | +38.2% | +18.7% | +19.5% | +23.0% |
| 1Y | +69.3% | +16.4% | +52.8% | +51.5% |
| 3Y | +483.0% | +22.0% | +461.0% | +383.7% |
| 5Y | +364.1% | +141.2% | +222.9% | +157.7% |
| All | +310.8% | +221.6% | +89.2% | +84.6% |
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