+3.2%
ENB vs HRB
-8.2%
+11.5%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.3% | -3.9% |
| 7D | -4.6% | -12.2% | +7.6% | -4.7% |
| 30D | -5.2% | -3.0% | -2.3% | -5.2% |
| 3M | -13.4% | +21.7% | -35.1% | -13.1% |
| 6M | -7.8% | +52.3% | -60.1% | -7.1% |
| YTD | +4.9% | +6.5% | -1.6% | +3.6% |
| 1Y | +3.2% | -6.7% | +9.9% | +1.6% |
| All | +3.2% | -8.2% | +11.5% | +1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling