-13.0%
EFX vs HRB
+25.9%
-38.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.4% | -1.6% |
| 7D | -9.4% | -10.6% | +1.2% | -6.2% |
| 30D | -6.9% | -0.8% | -6.1% | -7.0% |
| 3M | +0.1% | +19.1% | -18.9% | -5.3% |
| 6M | -17.3% | +48.7% | -66.0% | -26.6% |
| YTD | -21.8% | +7.1% | -28.9% | -24.1% |
| 1Y | -32.5% | -8.3% | -24.2% | -32.0% |
| All | -13.0% | +25.9% | -38.9% | -23.5% |
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