+280.4%
EMR vs HRB
+221.6%
+58.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.5% | +0.4% |
| 7D | +2.8% | -5.1% | +7.9% | +4.0% |
| 30D | +3.7% | +8.7% | -5.0% | +1.4% |
| 3M | +2.0% | -5.4% | +7.4% | +2.7% |
| 6M | +22.1% | +41.6% | -19.5% | +10.3% |
| YTD | +27.2% | +18.7% | +8.6% | +18.9% |
| 1Y | +32.0% | +16.4% | +15.6% | +24.0% |
| 3Y | +103.3% | +22.0% | +81.3% | +83.1% |
| 5Y | +88.2% | +141.2% | -53.0% | +33.5% |
| All | +280.4% | +221.6% | +58.8% | +132.4% |
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