+68.6%
ESI vs HRB
+109.9%
-41.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -4.4% |
| 7D | -2.3% | -12.2% | +9.9% | -1.0% |
| 30D | -9.0% | -3.0% | -6.1% | -9.1% |
| 3M | -13.3% | +21.7% | -35.0% | -16.1% |
| 6M | +5.3% | +52.3% | -47.0% | -3.2% |
| YTD | +37.6% | +6.5% | +31.1% | +38.2% |
| 1Y | +33.6% | -6.7% | +40.3% | +38.6% |
| 3Y | +75.8% | +25.1% | +50.7% | +60.0% |
| 5Y | +68.6% | +113.8% | -45.2% | +29.4% |
| All | +68.6% | +109.9% | -41.3% | +29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling