+52.8%
ECL vs HRB
+25.9%
+26.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -2.0% |
| 7D | -2.7% | -10.6% | +7.9% | -2.3% |
| 30D | -4.3% | -0.8% | -3.5% | -4.3% |
| 3M | +3.2% | +19.1% | -15.8% | +2.3% |
| 6M | -2.9% | +48.7% | -51.6% | -4.7% |
| YTD | +4.3% | +7.1% | -2.8% | +6.5% |
| 1Y | +1.6% | -8.3% | +10.0% | +6.1% |
| All | +52.8% | +25.9% | +26.8% | +51.0% |
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 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