+2,385.0%
ELV vs HRB
+511.1%
+1,873.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.5% | +5.1% | +0.4% |
| 7D | -0.3% | -9.1% | +8.8% | +2.3% |
| 30D | +2.0% | +0.3% | +1.7% | +1.4% |
| 3M | -3.5% | +23.4% | -26.9% | -9.6% |
| 6M | +40.2% | +45.1% | -4.9% | +24.1% |
| YTD | +15.8% | +8.9% | +7.0% | +10.5% |
| 1Y | +33.2% | -7.9% | +41.1% | +32.8% |
| 3Y | -6.2% | +27.9% | -34.2% | -16.5% |
| 5Y | +16.4% | +108.3% | -91.9% | -12.7% |
| 10Y | +259.8% | +208.4% | +51.3% | +121.3% |
| All | +2,385.0% | +511.1% | +1,873.9% | +1,045.6% |
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