+28.1%
ECL vs HRB
+112.6%
-84.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.0% | +0.5% |
| 7D | -0.8% | -9.1% | +8.3% | +0.6% |
| 30D | -2.5% | +0.3% | -2.7% | -2.9% |
| 3M | +8.3% | +23.4% | -15.1% | +4.3% |
| 6M | -1.1% | +45.1% | -46.2% | -7.7% |
| YTD | +6.5% | +8.9% | -2.4% | +5.6% |
| 1Y | +2.1% | -7.9% | +10.0% | +5.1% |
| 3Y | +57.6% | +27.9% | +29.7% | +44.3% |
| 5Y | +28.1% | +108.3% | -80.3% | +2.7% |
| All | +28.1% | +112.6% | -84.6% | +2.7% |
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