-50.9%
ESTC vs HRB
+142.1%
-193.0%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.2% | +8.1% | +5.9% |
| 7D | -1.2% | -2.4% | +1.2% | -0.6% |
| 30D | -8.1% | +15.7% | -23.8% | -13.0% |
| 3M | +20.2% | +11.4% | +8.8% | +14.6% |
| 6M | +72.7% | +40.7% | +32.0% | +51.9% |
| YTD | +19.6% | +21.0% | -1.3% | +9.0% |
| 1Y | +0.3% | +7.2% | -7.0% | -5.5% |
| 3Y | +22.8% | +29.2% | -6.3% | +4.9% |
| 5Y | -50.9% | +142.3% | -193.2% | -65.6% |
| All | -50.9% | +142.1% | -193.0% | -65.6% |
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 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