-18.0%
ELF vs HRB
+1.1%
-19.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.0% | +6.1% | +2.3% |
| 7D | +5.4% | -5.7% | +11.0% | +5.6% |
| 30D | +27.0% | +7.9% | +19.1% | +26.1% |
| 3M | +113.2% | +32.1% | +81.1% | +107.7% |
| 6M | +36.6% | +62.2% | -25.7% | +30.4% |
| YTD | +44.2% | +16.4% | +27.8% | +32.4% |
| 1Y | -18.0% | -0.3% | -17.7% | -30.0% |
| All | -18.0% | +1.1% | -19.1% | -30.0% |
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