+16.8%
ESTC vs HRB
+38.9%
-22.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.0% | -0.5% | -3.2% |
| 7D | -8.1% | -5.7% | -2.4% | -6.3% |
| 30D | +31.7% | +7.9% | +23.8% | +28.0% |
| 3M | +41.1% | +32.1% | +8.9% | +28.1% |
| 6M | +77.1% | +62.2% | +14.8% | +50.3% |
| YTD | +21.7% | +16.4% | +5.3% | +11.9% |
| 1Y | +8.4% | -0.3% | +8.7% | +2.8% |
| All | +16.8% | +38.9% | -22.1% | -0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling