+367.4%
EAT vs HRB
+209.1%
+158.3%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.6% | -1.2% |
| 7D | -7.7% | -8.0% | +0.3% | -4.4% |
| 30D | -13.6% | -16.0% | +2.4% | -7.4% |
| 3M | +33.9% | +26.9% | +7.0% | +20.0% |
| 6M | +47.2% | +51.1% | -3.9% | +18.9% |
| YTD | +48.1% | +7.1% | +41.0% | +38.4% |
| 1Y | +33.7% | -9.6% | +43.3% | +34.6% |
| 3Y | +595.8% | +25.4% | +570.4% | +465.2% |
| 5Y | +314.4% | +114.9% | +199.5% | +143.3% |
| All | +367.4% | +209.1% | +158.3% | +122.9% |
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