+142.7%
ED vs HRB
+227.8%
-85.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.9% | -8.1% | +7.2% | +0.4% |
| 30D | +11.2% | +15.0% | -3.8% | +8.8% |
| 3M | +11.8% | +10.2% | +1.6% | +9.6% |
| 6M | +14.1% | +44.2% | -30.1% | +6.9% |
| YTD | +23.0% | +21.0% | +2.0% | +17.9% |
| 1Y | +23.7% | +12.0% | +11.7% | +20.1% |
| 3Y | +47.7% | +24.9% | +22.8% | +39.0% |
| 5Y | +82.6% | +144.6% | -62.0% | +49.6% |
| All | +142.7% | +227.8% | -85.1% | +81.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling