+12,781.7%
ECL vs HRB
+3,357.9%
+9,423.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +1.0% |
| 7D | -2.6% | -5.7% | +3.1% | -1.3% |
| 30D | -2.2% | +7.9% | -10.1% | -4.4% |
| 3M | +10.1% | +32.1% | -22.0% | +2.4% |
| 6M | -5.7% | +62.2% | -68.0% | -17.6% |
| YTD | +7.0% | +16.4% | -9.4% | +0.6% |
| 1Y | +2.7% | -0.3% | +2.9% | +0.1% |
| 3Y | +57.7% | +36.0% | +21.7% | +39.9% |
| 5Y | +31.1% | +125.2% | -94.1% | +1.0% |
| 10Y | +150.9% | +237.7% | -86.8% | +64.8% |
| All | +12,781.7% | +3,357.9% | +9,423.8% | +4,537.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling