+84.2%
ES vs HRB
+213.0%
-128.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.5% | +7.1% | +1.7% |
| 7D | +1.4% | -9.1% | +10.5% | +2.9% |
| 30D | -1.2% | +0.3% | -1.4% | -1.6% |
| 3M | +5.0% | +23.4% | -18.4% | +0.8% |
| 6M | -2.8% | +45.1% | -47.9% | -10.0% |
| YTD | +8.6% | +8.9% | -0.3% | +5.7% |
| 1Y | +18.9% | -7.9% | +26.9% | +19.4% |
| 3Y | +32.1% | +27.9% | +4.2% | +23.1% |
| 5Y | -5.1% | +108.3% | -113.4% | -20.7% |
| 10Y | +84.2% | +208.4% | -124.3% | +31.2% |
| All | +84.2% | +213.0% | -128.8% | +31.2% |
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