+0.5%
ES vs HRB
+8.1%
-7.7%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.9% | -4.0% | +4.9% | +1.0% |
| 30D | +5.9% | +15.8% | -9.8% | +5.8% |
| 3M | -1.0% | +12.0% | -13.1% | -1.1% |
| 6M | +7.2% | +40.7% | -33.6% | +7.7% |
| YTD | +7.0% | +21.0% | -14.0% | +7.0% |
| 1Y | +0.5% | +11.7% | -11.2% | -0.1% |
| All | +0.5% | +8.1% | -7.7% | -0.1% |
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