+393.0%
EFA vs HRB
+444.8%
-51.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +5.9% | +1.0% |
| 7D | +1.2% | -9.1% | +10.2% | +3.5% |
| 30D | -0.7% | +0.3% | -1.0% | -1.3% |
| 3M | +6.4% | +23.4% | -17.0% | -0.1% |
| 6M | +11.4% | +45.1% | -33.7% | -0.9% |
| YTD | +14.0% | +8.9% | +5.1% | +8.5% |
| 1Y | +20.2% | -7.9% | +28.1% | +19.2% |
| 3Y | +68.2% | +27.9% | +40.3% | +49.6% |
| 5Y | +54.8% | +108.3% | -53.5% | +17.1% |
| 10Y | +142.4% | +208.4% | -66.0% | +48.7% |
| All | +393.0% | +444.8% | -51.7% | +119.6% |
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 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