+2,207.4%
ED vs HRB
+3,357.9%
-1,150.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.6% | -0.7% |
| 7D | -0.2% | -5.7% | +5.5% | +0.7% |
| 30D | -0.1% | +7.9% | -8.0% | -1.6% |
| 3M | +3.9% | +32.1% | -28.2% | -0.8% |
| 6M | -3.0% | +62.2% | -65.3% | -11.0% |
| YTD | +10.7% | +16.4% | -5.7% | +6.6% |
| 1Y | +13.3% | -0.3% | +13.6% | +11.7% |
| 3Y | +34.5% | +36.0% | -1.5% | +24.9% |
| 5Y | +67.1% | +125.2% | -58.1% | +41.4% |
| 10Y | +103.0% | +237.7% | -134.6% | +53.5% |
| All | +2,207.4% | +3,357.9% | -1,150.5% | +805.1% |
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