+125.6%
EMB vs HRB
+435.4%
-309.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.2% |
| 7D | -0.9% | -5.1% | +4.2% | -0.6% |
| 30D | +0.4% | +8.7% | -8.3% | -0.1% |
| 3M | -3.1% | -5.4% | +2.3% | -2.9% |
| 6M | -2.1% | +41.6% | -43.6% | -4.1% |
| YTD | -1.1% | +18.7% | -19.7% | -2.4% |
| 1Y | -0.1% | +16.4% | -16.5% | -1.3% |
| 3Y | +29.6% | +22.0% | +7.6% | +27.0% |
| 5Y | +7.2% | +141.2% | -134.0% | +0.7% |
| 10Y | +35.5% | +223.1% | -187.7% | +23.0% |
| All | +125.6% | +435.4% | -309.8% | +100.2% |
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 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