+25.9%
ESTC vs HRB
+173.4%
-147.5%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.7% |
| 7D | +2.4% | -5.1% | +7.5% | +3.7% |
| 30D | -4.2% | +8.7% | -12.9% | -6.7% |
| 3M | +2.5% | -5.4% | +7.9% | +3.4% |
| 6M | +81.5% | +41.6% | +39.9% | +64.4% |
| YTD | +16.8% | +18.7% | -1.8% | +9.5% |
| 1Y | -3.5% | +16.4% | -19.9% | -9.3% |
| 3Y | +17.7% | +22.0% | -4.3% | +7.6% |
| 5Y | -51.7% | +141.2% | -193.0% | -61.5% |
| All | +25.9% | +173.4% | -147.5% | -0.1% |
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