+31.2%
ESTC vs HRB
+168.2%
-137.0%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.0% | -0.5% | -3.5% |
| 7D | -8.1% | -5.7% | -2.4% | -6.7% |
| 30D | +31.7% | +7.9% | +23.8% | +28.7% |
| 3M | +41.1% | +32.1% | +8.9% | +30.7% |
| 6M | +77.1% | +62.2% | +14.8% | +55.2% |
| YTD | +21.7% | +16.4% | +5.3% | +15.2% |
| 1Y | +8.4% | -0.3% | +8.7% | +5.9% |
| 3Y | +23.6% | +36.0% | -12.4% | +10.8% |
| 5Y | -46.5% | +125.2% | -171.7% | -56.5% |
| All | +31.2% | +168.2% | -137.0% | +5.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling