+14,137.6%
ECL vs HRB
+3,493.2%
+10,644.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -2.3% | -8.1% | +5.8% | -0.4% |
| 30D | +8.3% | +15.0% | -6.7% | +4.7% |
| 3M | +8.4% | +10.2% | -1.8% | +5.1% |
| 6M | +23.3% | +44.2% | -21.0% | +11.8% |
| YTD | +18.2% | +21.0% | -2.7% | +9.9% |
| 1Y | +18.8% | +12.0% | +6.8% | +12.4% |
| 3Y | +78.5% | +24.9% | +53.6% | +61.5% |
| 5Y | +40.1% | +144.6% | -104.5% | +5.6% |
| 10Y | +196.5% | +229.4% | -32.9% | +95.4% |
| All | +14,137.6% | +3,493.2% | +10,644.4% | +4,964.8% |
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