+255.9%
EFV vs HRB
+250.9%
+4.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | +1.0% |
| 7D | +1.0% | -9.1% | +10.0% | +3.4% |
| 30D | +0.2% | +0.3% | -0.1% | -0.5% |
| 3M | +9.6% | +23.4% | -13.8% | +2.6% |
| 6M | +14.0% | +45.1% | -31.1% | +0.7% |
| YTD | +18.5% | +8.9% | +9.6% | +12.4% |
| 1Y | +27.9% | -7.9% | +35.8% | +26.9% |
| 3Y | +92.4% | +27.9% | +64.5% | +69.6% |
| 5Y | +97.2% | +108.3% | -11.2% | +45.4% |
| 10Y | +163.0% | +208.4% | -45.4% | +53.6% |
| All | +255.9% | +250.9% | +4.9% | +62.1% |
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