+24.9%
ESI vs HRB
+16.9%
+8.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +4.4% | -9.0% | -3.5% |
| 7D | -6.6% | +16.0% | -22.6% | -2.7% |
| 30D | -10.9% | +32.1% | -43.0% | -4.0% |
| 3M | -13.8% | +21.5% | -35.3% | -8.5% |
| 6M | -21.5% | +82.1% | -103.6% | -7.4% |
| YTD | +34.7% | +31.6% | +3.1% | +60.6% |
| 1Y | +24.9% | +15.9% | +9.0% | +50.3% |
| All | +24.9% | +16.9% | +8.0% | +50.3% |
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 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