+1,243.3%
ES vs HRB
+3,357.9%
-2,114.6%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | 0.0% |
| 7D | +0.3% | -5.7% | +6.0% | +1.2% |
| 30D | -2.0% | +7.9% | -9.9% | -3.4% |
| 3M | +1.7% | +32.1% | -30.4% | -3.0% |
| 6M | -3.5% | +62.2% | -65.8% | -11.7% |
| YTD | +7.9% | +16.4% | -8.5% | +3.8% |
| 1Y | +17.2% | -0.3% | +17.4% | +15.4% |
| 3Y | +29.3% | +36.0% | -6.7% | +20.1% |
| 5Y | -5.7% | +125.2% | -131.0% | -20.3% |
| 10Y | +85.2% | +237.7% | -152.5% | +39.7% |
| All | +1,243.3% | +3,357.9% | -2,114.6% | +596.6% |
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