+32.4%
ET vs HRB
-6.2%
+38.6%
-8.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -0.8% |
| 7D | +0.2% | -8.0% | +8.3% | +0.5% |
| 30D | +2.9% | -16.0% | +18.8% | +3.4% |
| 3M | +16.8% | +26.9% | -10.1% | +16.0% |
| 6M | +18.9% | +51.1% | -32.3% | +17.5% |
| YTD | +37.7% | +7.1% | +30.6% | +33.0% |
| 1Y | +32.4% | -9.6% | +42.1% | +24.0% |
| All | +32.4% | -6.2% | +38.6% | +24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling