+163.1%
ET vs HRB
+221.6%
-58.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.2% |
| 7D | +2.5% | -5.1% | +7.6% | +3.7% |
| 30D | -2.5% | +8.7% | -11.1% | -4.6% |
| 3M | -4.9% | -5.4% | +0.5% | -4.2% |
| 6M | -0.1% | +41.6% | -41.7% | -9.5% |
| YTD | +26.2% | +18.7% | +7.6% | +18.2% |
| 1Y | +25.2% | +16.4% | +8.7% | +17.7% |
| 3Y | +84.2% | +22.0% | +62.2% | +65.5% |
| 5Y | +216.1% | +141.2% | +74.8% | +124.8% |
| All | +163.1% | +221.6% | -58.4% | +69.8% |
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