+6.9%
EMB vs HRB
+104.8%
-98.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | -0.1% |
| 7D | 0.0% | -10.6% | +10.6% | +0.5% |
| 30D | -0.3% | -0.8% | +0.6% | -0.3% |
| 3M | -0.3% | +19.1% | -19.3% | -1.3% |
| 6M | +0.7% | +48.7% | -48.0% | -1.7% |
| YTD | +1.3% | +7.1% | -5.8% | +1.1% |
| 1Y | +4.7% | -8.3% | +13.0% | +5.7% |
| 3Y | +30.1% | +25.8% | +4.2% | +26.8% |
| 5Y | +6.9% | +111.1% | -104.2% | +0.9% |
| All | +6.9% | +104.8% | -98.0% | +0.9% |
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