+18.9%
ELV vs HRB
+111.1%
-92.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.4% | -1.0% |
| 7D | -2.2% | -10.6% | +8.4% | -0.5% |
| 30D | -0.2% | -0.8% | +0.6% | -0.3% |
| 3M | -6.1% | +19.1% | -25.2% | -9.1% |
| 6M | +42.8% | +48.7% | -5.9% | +32.7% |
| YTD | +14.4% | +7.1% | +7.3% | +12.8% |
| 1Y | +28.6% | -8.3% | +36.9% | +30.4% |
| 3Y | -7.4% | +25.8% | -33.3% | -12.2% |
| All | +18.9% | +111.1% | -92.2% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling