+11,892.0%
ENB vs HRB
+3,134.5%
+8,757.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.5% | +7.2% | +1.6% |
| 7D | -0.5% | -9.1% | +8.6% | +0.7% |
| 30D | -0.2% | +0.3% | -0.5% | -0.5% |
| 3M | -7.5% | +23.4% | -30.9% | -10.5% |
| 6M | -4.1% | +45.1% | -49.3% | -9.8% |
| YTD | +9.8% | +8.9% | +0.9% | +7.1% |
| 1Y | +8.7% | -7.9% | +16.6% | +8.3% |
| 3Y | +79.0% | +27.9% | +51.1% | +69.0% |
| 5Y | +69.1% | +108.3% | -39.2% | +47.8% |
| 10Y | +96.5% | +208.4% | -111.9% | +57.9% |
| All | +11,892.0% | +3,134.5% | +8,757.6% | +9,103.3% |
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