+63.7%
EL vs HRB
+221.6%
-157.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.5% |
| 7D | +1.5% | -5.1% | +6.6% | +2.7% |
| 30D | +10.0% | +8.7% | +1.3% | +7.7% |
| 3M | +28.4% | -5.4% | +33.8% | +29.7% |
| 6M | +37.1% | +41.6% | -4.5% | +24.7% |
| YTD | +7.8% | +18.7% | -10.8% | +1.5% |
| 1Y | +26.0% | +16.4% | +9.6% | +19.1% |
| 3Y | +3.8% | +22.0% | -18.2% | -4.8% |
| 5Y | -65.2% | +141.2% | -206.4% | -73.9% |
| All | +63.7% | +221.6% | -157.9% | +9.6% |
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