+88.3%
ESI vs HRB
+25.9%
+62.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.3% |
| 7D | +3.9% | -10.6% | +14.5% | +3.4% |
| 30D | -3.8% | -0.8% | -3.0% | -3.8% |
| 3M | -13.1% | +19.1% | -32.2% | -12.3% |
| 6M | +11.3% | +48.7% | -37.4% | +12.0% |
| YTD | +44.1% | +7.1% | +37.0% | +52.2% |
| 1Y | +40.3% | -8.3% | +48.7% | +52.0% |
| All | +88.3% | +25.9% | +62.3% | +80.9% |
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