+338.3%
ELF vs HRB
+240.2%
+98.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.2% | +9.9% | +6.8% |
| 7D | +4.0% | +2.7% | +1.3% | +3.1% |
| 30D | +10.6% | +22.1% | -11.5% | +4.5% |
| 3M | +25.8% | +15.7% | +10.1% | +19.6% |
| 6M | +89.1% | +83.3% | +5.7% | +55.2% |
| YTD | +52.7% | +25.0% | +27.7% | +39.6% |
| 1Y | +51.7% | +6.9% | +44.8% | +45.1% |
| 3Y | +14.2% | +39.0% | -24.8% | -2.3% |
| 5Y | +270.7% | +146.4% | +124.3% | +155.8% |
| 10Y | +341.9% | +254.4% | +87.5% | +148.9% |
| All | +338.3% | +240.2% | +98.1% | +155.8% |
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