+4.8%
EFX vs HRB
+22.6%
-17.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.2% |
| 7D | -0.8% | -5.1% | +4.3% | +0.9% |
| 30D | +25.1% | +8.7% | +16.4% | +22.0% |
| 3M | +1.7% | -5.4% | +7.1% | +3.2% |
| 6M | +18.4% | +41.6% | -23.2% | +6.4% |
| YTD | -12.5% | +18.7% | -31.2% | -17.7% |
| 1Y | -8.1% | +16.4% | -24.5% | -13.3% |
| 3Y | +4.8% | +22.0% | -17.2% | -6.7% |
| All | +4.8% | +22.6% | -17.8% | -6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling