+198.2%
ESI vs HRB
+175.4%
+22.8%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.4% |
| 7D | +5.5% | -5.1% | +10.6% | +6.7% |
| 30D | -7.8% | +8.7% | -16.4% | -9.9% |
| 3M | -15.0% | -5.4% | -9.6% | -14.7% |
| 6M | -24.9% | +41.6% | -66.5% | -32.7% |
| YTD | +33.2% | +18.7% | +14.6% | +23.4% |
| 1Y | +24.9% | +16.4% | +8.5% | +16.2% |
| 3Y | +77.8% | +22.0% | +55.8% | +58.8% |
| 5Y | +37.1% | +141.2% | -104.1% | -2.9% |
| 10Y | +320.5% | +223.1% | +97.4% | +152.1% |
| All | +198.2% | +175.4% | +22.8% | +97.0% |
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