+39.7%
EFX vs HRB
+209.1%
-169.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | 0.0% | +0.4% |
| 7D | -4.5% | -8.0% | +3.5% | -2.5% |
| 30D | -6.1% | -16.0% | +9.9% | -1.8% |
| 3M | +6.2% | +26.9% | -20.7% | -0.3% |
| 6M | -11.2% | +51.1% | -62.3% | -20.7% |
| YTD | -21.4% | +7.1% | -28.5% | -23.7% |
| 1Y | -34.3% | -9.6% | -24.7% | -33.7% |
| 3Y | -12.5% | +25.4% | -37.9% | -19.6% |
| 5Y | -35.6% | +114.9% | -150.5% | -48.5% |
| All | +39.7% | +209.1% | -169.5% | -1.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling