+2,466.7%
ED vs HRB
+3,475.6%
-1,008.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -1.7% | -7.8% | +6.1% | -0.5% |
| 30D | +10.7% | +15.7% | -5.0% | +8.2% |
| 3M | +11.6% | -5.5% | +17.2% | +12.4% |
| 6M | +13.5% | +41.1% | -27.6% | +6.9% |
| YTD | +23.1% | +20.4% | +2.8% | +17.8% |
| 1Y | +23.1% | +15.2% | +7.8% | +18.5% |
| 3Y | +47.9% | +24.3% | +23.6% | +39.3% |
| 5Y | +83.9% | +144.7% | -60.8% | +53.5% |
| 10Y | +142.1% | +227.8% | -85.7% | +83.6% |
| All | +2,466.7% | +3,475.6% | -1,008.8% | +900.2% |
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 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