+24.6%
ESTC vs HRB
+178.7%
-154.1%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.4% | -3.3% |
| 7D | -3.6% | -4.0% | +0.5% | -2.7% |
| 30D | -11.2% | +15.8% | -26.9% | -14.9% |
| 3M | +14.3% | +12.0% | +2.3% | +10.1% |
| 6M | +67.0% | +40.7% | +26.2% | +51.5% |
| YTD | +15.7% | +21.0% | -5.3% | +7.8% |
| 1Y | -6.3% | +11.7% | -17.9% | -11.1% |
| 3Y | +14.5% | +25.0% | -10.5% | +4.1% |
| 5Y | -49.9% | +141.0% | -190.9% | -60.1% |
| All | +24.6% | +178.7% | -154.1% | -1.6% |
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