+23.7%
ESTC vs HRB
+146.8%
-123.1%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.4% | -1.7% |
| 7D | -3.3% | -10.6% | +7.3% | -0.5% |
| 30D | +13.4% | -0.8% | +14.3% | +13.3% |
| 3M | +41.3% | +19.1% | +22.3% | +34.6% |
| 6M | +62.6% | +48.7% | +13.9% | +45.8% |
| YTD | +14.8% | +7.1% | +7.7% | +11.0% |
| 1Y | -5.1% | -8.3% | +3.3% | -5.2% |
| 3Y | +11.2% | +25.8% | -14.7% | +1.7% |
| 5Y | -47.0% | +111.1% | -158.1% | -56.1% |
| All | +23.7% | +146.8% | -123.1% | +1.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling