-25.6%
EFX vs HRB
+1.1%
-26.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.0% | -2.4% | -5.0% |
| 7D | -8.6% | -5.7% | -3.0% | -6.8% |
| 30D | +0.1% | +7.9% | -7.8% | -2.8% |
| 3M | +3.8% | +32.1% | -28.3% | -5.8% |
| 6M | -13.5% | +62.2% | -75.8% | -25.8% |
| YTD | -17.7% | +16.4% | -34.1% | -19.4% |
| 1Y | -25.6% | -0.3% | -25.3% | -24.3% |
| All | -25.6% | +1.1% | -26.6% | -24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling