-30.2%
EL vs HRB
+28.7%
-58.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.5% | +4.4% | -1.3% |
| 7D | +1.7% | -9.1% | +10.7% | +2.8% |
| 30D | +15.5% | +0.3% | +15.2% | +15.4% |
| 3M | +20.6% | +23.4% | -2.8% | +17.4% |
| 6M | +10.5% | +45.1% | -34.7% | +5.7% |
| YTD | -1.9% | +8.9% | -10.8% | -0.5% |
| 1Y | +16.1% | -7.9% | +24.0% | +22.3% |
| 3Y | -30.2% | +27.9% | -58.2% | -31.7% |
| All | -30.2% | +28.7% | -58.9% | -31.7% |
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