+224.6%
ESI vs HRB
+170.2%
+54.5%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.0% | +6.9% | +3.9% |
| 7D | +3.3% | -5.7% | +9.0% | +4.7% |
| 30D | -5.9% | +7.9% | -13.8% | -8.0% |
| 3M | -14.1% | +32.1% | -46.2% | -20.8% |
| 6M | +6.6% | +62.2% | -55.7% | -8.7% |
| YTD | +45.0% | +16.4% | +28.6% | +36.0% |
| 1Y | +41.5% | -0.3% | +41.7% | +38.3% |
| 3Y | +78.8% | +36.0% | +42.7% | +55.0% |
| 5Y | +70.9% | +125.2% | -54.3% | +24.3% |
| 10Y | +317.1% | +237.7% | +79.4% | +148.5% |
| All | +224.6% | +170.2% | +54.5% | +117.0% |
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