+365.4%
EAT vs HRB
+141.1%
+224.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | -8.9% | -8.1% | -0.8% | -7.1% |
| 30D | +3.4% | +15.0% | -11.6% | -0.1% |
| 3M | -9.3% | +10.2% | -19.6% | -11.7% |
| 6M | +43.8% | +44.2% | -0.5% | +31.1% |
| YTD | +39.9% | +21.0% | +18.9% | +33.7% |
| 1Y | +89.7% | +12.0% | +77.7% | +85.7% |
| 3Y | +491.3% | +24.9% | +466.3% | +428.1% |
| 5Y | +365.4% | +144.6% | +220.8% | +210.3% |
| All | +365.4% | +141.1% | +224.3% | +210.3% |
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 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