+6,258.3%
EFX vs HRB
+3,134.5%
+3,123.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.5% | +3.4% | -1.4% |
| 7D | -7.8% | -9.1% | +1.2% | -5.5% |
| 30D | -5.7% | +0.3% | -6.0% | -6.2% |
| 3M | +2.5% | +23.4% | -20.9% | -3.3% |
| 6M | -16.7% | +45.1% | -61.8% | -25.3% |
| YTD | -20.2% | +8.9% | -29.1% | -23.0% |
| 1Y | -31.4% | -7.9% | -23.5% | -31.0% |
| 3Y | -10.5% | +27.9% | -38.4% | -18.6% |
| 5Y | -35.2% | +108.3% | -143.5% | -49.2% |
| 10Y | +40.2% | +208.4% | -168.3% | -8.5% |
| All | +6,258.3% | +3,134.5% | +3,123.9% | +1,895.3% |
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 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