+29.7%
EMB vs HRB
+207.5%
-177.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | -1.1% | -12.2% | +11.1% | -0.3% |
| 30D | -1.1% | -3.0% | +1.9% | -1.0% |
| 3M | -0.8% | +21.7% | -22.5% | -2.3% |
| 6M | -0.1% | +52.3% | -52.4% | -3.3% |
| YTD | +0.4% | +6.5% | -6.0% | -0.4% |
| 1Y | +3.3% | -6.7% | +10.0% | +3.4% |
| 3Y | +29.0% | +25.1% | +3.9% | +25.5% |
| 5Y | +6.3% | +113.8% | -107.4% | -1.4% |
| All | +29.7% | +207.5% | -177.8% | +16.7% |
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