+69.4%
ENB vs HRB
+104.8%
-35.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.5% |
| 7D | -0.3% | -10.6% | +10.3% | +0.8% |
| 30D | -1.1% | -0.8% | -0.2% | -1.2% |
| 3M | -8.5% | +19.1% | -27.5% | -10.7% |
| 6M | -4.5% | +48.7% | -53.2% | -9.8% |
| YTD | +9.1% | +7.1% | +2.0% | +8.0% |
| 1Y | +8.0% | -8.3% | +16.3% | +9.5% |
| 3Y | +77.8% | +25.8% | +52.0% | +67.5% |
| 5Y | +69.4% | +111.1% | -41.7% | +48.0% |
| All | +69.4% | +104.8% | -35.5% | +48.0% |
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