+52.7%
EFA vs HRB
+114.1%
-61.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.4% | +0.9% |
| 7D | -1.5% | -8.0% | +6.5% | -0.8% |
| 30D | -1.7% | -16.0% | +14.3% | -0.3% |
| 3M | +3.5% | +26.9% | -23.4% | +0.8% |
| 6M | +9.5% | +51.1% | -41.7% | +4.2% |
| YTD | +12.9% | +7.1% | +5.8% | +12.8% |
| 1Y | +18.2% | -9.6% | +27.8% | +21.3% |
| 3Y | +64.8% | +25.4% | +39.4% | +57.2% |
| All | +52.7% | +114.1% | -61.4% | +32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling