-3.9%
ELF vs HRB
+16.9%
-20.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.4% | -2.5% | +1.6% |
| 7D | -1.5% | +16.0% | -17.6% | -2.6% |
| 30D | +9.5% | +32.1% | -22.5% | +7.4% |
| 3M | +29.4% | +21.5% | +7.9% | +27.3% |
| 6M | +83.7% | +82.1% | +1.6% | +73.4% |
| YTD | +49.4% | +31.6% | +17.8% | +33.4% |
| 1Y | -3.9% | +15.9% | -19.8% | -22.1% |
| All | -3.9% | +16.9% | -20.8% | -22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling