+6,869.6%
EFX vs HRB
+3,424.8%
+3,444.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.1% |
| 7D | -0.8% | -5.1% | +4.3% | +0.6% |
| 30D | +25.1% | +8.7% | +16.4% | +22.5% |
| 3M | +1.7% | -5.4% | +7.1% | +3.2% |
| 6M | +18.4% | +41.6% | -23.2% | +7.6% |
| YTD | -12.5% | +18.7% | -31.2% | -17.5% |
| 1Y | -8.1% | +16.4% | -24.5% | -13.0% |
| 3Y | +4.8% | +22.0% | -17.2% | -3.5% |
| 5Y | -30.1% | +141.2% | -171.4% | -47.2% |
| 10Y | +81.5% | +223.1% | -141.7% | +17.1% |
| All | +6,869.6% | +3,424.8% | +3,444.8% | +2,037.8% |
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