+77.8%
ESI vs HRB
+22.6%
+55.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.9% |
| 7D | +5.5% | -5.1% | +10.6% | +5.0% |
| 30D | -7.8% | +8.7% | -16.4% | -7.0% |
| 3M | -15.0% | -5.4% | -9.6% | -14.9% |
| 6M | -24.9% | +41.6% | -66.5% | -23.1% |
| YTD | +33.2% | +18.7% | +14.6% | +42.7% |
| 1Y | +24.9% | +16.4% | +8.5% | +34.2% |
| 3Y | +77.8% | +22.0% | +55.8% | +78.4% |
| All | +77.8% | +22.6% | +55.2% | +78.4% |
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