+32.9%
ES vs HRB
+38.9%
-6.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | -0.2% |
| 7D | +0.3% | -5.7% | +6.0% | +0.8% |
| 30D | -2.0% | +7.9% | -9.9% | -2.8% |
| 3M | +1.7% | +32.1% | -30.4% | -1.2% |
| 6M | -3.5% | +62.2% | -65.8% | -8.4% |
| YTD | +7.9% | +16.4% | -8.5% | +8.4% |
| 1Y | +17.2% | -0.3% | +17.4% | +21.3% |
| All | +32.9% | +38.9% | -6.0% | +25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling