+24.4%
EL vs HRB
+209.1%
-184.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.5% |
| 7D | -6.5% | -8.0% | +1.5% | -4.6% |
| 30D | +11.1% | -16.0% | +27.1% | +15.7% |
| 3M | +10.7% | +26.9% | -16.1% | +3.9% |
| 6M | +6.9% | +51.1% | -44.3% | -4.9% |
| YTD | -6.3% | +7.1% | -13.3% | -9.3% |
| 1Y | +13.5% | -9.6% | +23.1% | +14.6% |
| 3Y | -33.1% | +25.4% | -58.5% | -39.3% |
| 5Y | -68.8% | +114.9% | -183.7% | -75.8% |
| All | +24.4% | +209.1% | -184.8% | -15.3% |
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 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