+246.0%
ET vs HRB
+111.1%
+134.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.0% |
| 7D | +0.6% | -10.6% | +11.3% | +2.0% |
| 30D | +5.3% | -0.8% | +6.1% | +5.1% |
| 3M | +15.6% | +19.1% | -3.4% | +12.4% |
| 6M | +20.6% | +48.7% | -28.1% | +13.1% |
| YTD | +38.5% | +7.1% | +31.4% | +36.5% |
| 1Y | +35.7% | -8.3% | +44.1% | +37.1% |
| 3Y | +98.4% | +25.8% | +72.5% | +82.2% |
| All | +246.0% | +111.1% | +134.9% | +194.2% |
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