-20.4%
ELF vs HRB
+38.9%
-59.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.0% | +6.1% | +2.5% |
| 7D | +5.4% | -5.7% | +11.0% | +6.0% |
| 30D | +27.0% | +7.9% | +19.1% | +25.4% |
| 3M | +113.2% | +32.1% | +81.1% | +104.2% |
| 6M | +36.6% | +62.2% | -25.7% | +26.2% |
| YTD | +44.2% | +16.4% | +27.8% | +39.7% |
| 1Y | -18.0% | -0.3% | -17.7% | -19.0% |
| All | -20.4% | +38.9% | -59.4% | -29.5% |
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