+1,458.7%
ET vs HRB
+334.5%
+1,124.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +1.2% |
| 7D | +0.9% | -5.7% | +6.6% | +2.3% |
| 30D | +7.5% | +7.9% | -0.4% | +5.0% |
| 3M | +11.4% | +32.1% | -20.7% | +3.2% |
| 6M | +18.5% | +62.2% | -43.7% | +3.2% |
| YTD | +37.4% | +16.4% | +21.0% | +29.4% |
| 1Y | +30.9% | -0.3% | +31.2% | +27.8% |
| 3Y | +98.7% | +36.0% | +62.7% | +74.5% |
| 5Y | +230.7% | +125.2% | +105.5% | +147.9% |
| 10Y | +175.6% | +237.7% | -62.1% | +75.0% |
| All | +1,458.7% | +334.5% | +1,124.2% | +711.0% |
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 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