+293.6%
ELF vs HRB
+196.3%
+97.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -6.5% | +1.6% | -3.1% |
| 7D | -1.2% | -9.1% | +7.9% | +1.4% |
| 30D | +5.9% | +0.3% | +5.7% | +5.1% |
| 3M | +99.5% | +23.4% | +76.1% | +86.0% |
| 6M | +26.5% | +45.1% | -18.6% | +11.1% |
| YTD | +37.2% | +8.9% | +28.3% | +30.6% |
| 1Y | -24.4% | -7.9% | -16.5% | -24.8% |
| 3Y | -23.3% | +27.9% | -51.3% | -33.0% |
| 5Y | +245.2% | +108.3% | +136.8% | +150.2% |
| All | +293.6% | +196.3% | +97.4% | +139.3% |
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