+105.0%
ED vs HRB
+207.5%
-102.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -1.9% | -12.2% | +10.3% | +0.1% |
| 30D | +0.1% | -3.0% | +3.1% | +0.2% |
| 3M | 0.0% | +21.7% | -21.7% | -3.6% |
| 6M | -2.5% | +52.3% | -54.8% | -10.0% |
| YTD | +10.1% | +6.5% | +3.6% | +7.7% |
| 1Y | +13.6% | -6.7% | +20.3% | +13.6% |
| 3Y | +32.4% | +25.1% | +7.3% | +24.1% |
| 5Y | +69.9% | +113.8% | -43.9% | +42.0% |
| All | +105.0% | +207.5% | -102.5% | +52.6% |
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