+1,582.2%
EL vs HRB
+1,080.0%
+502.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.0% | +7.0% | +3.9% |
| 7D | +0.8% | -5.7% | +6.5% | +2.1% |
| 30D | +19.8% | +7.9% | +11.9% | +17.3% |
| 3M | +25.7% | +32.1% | -6.4% | +17.0% |
| 6M | +5.4% | +62.2% | -56.8% | -7.5% |
| YTD | +0.2% | +16.4% | -16.2% | -5.3% |
| 1Y | +20.4% | -0.3% | +20.7% | +17.6% |
| 3Y | -32.1% | +36.0% | -68.2% | -39.3% |
| 5Y | -67.2% | +125.2% | -192.4% | -74.3% |
| 10Y | +31.7% | +237.7% | -205.9% | -12.1% |
| All | +1,582.2% | +1,080.0% | +502.2% | +720.6% |
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 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