-45.5%
ESTC vs HRB
+112.6%
-158.2%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.5% | +2.8% | -1.6% |
| 7D | -4.3% | -9.1% | +4.8% | -1.2% |
| 30D | +17.7% | +0.3% | +17.5% | +17.1% |
| 3M | +42.3% | +23.4% | +18.9% | +31.8% |
| 6M | +64.6% | +45.1% | +19.4% | +43.8% |
| YTD | +17.2% | +8.9% | +8.3% | +11.5% |
| 1Y | -4.2% | -7.9% | +3.7% | -4.7% |
| 3Y | +13.5% | +27.9% | -14.4% | -1.8% |
| 5Y | -45.5% | +108.3% | -153.9% | -57.3% |
| All | -45.5% | +112.6% | -158.2% | -57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling