+263.6%
EMR vs HRB
+207.5%
+56.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | -1.2% | -12.2% | +10.9% | +1.7% |
| 30D | -9.4% | -3.0% | -6.5% | -9.3% |
| 3M | +8.6% | +21.7% | -13.1% | +2.3% |
| 6M | +6.7% | +52.3% | -45.6% | -6.6% |
| YTD | +13.1% | +6.5% | +6.6% | +8.8% |
| 1Y | +12.7% | -6.7% | +19.4% | +12.3% |
| 3Y | +58.1% | +25.1% | +33.0% | +40.7% |
| 5Y | +63.6% | +113.8% | -50.1% | +19.9% |
| All | +263.6% | +207.5% | +56.1% | +121.2% |
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 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