-5.5%
ETN vs HRB
+16.9%
-22.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +4.4% | -14.2% | -8.5% |
| 7D | -10.1% | +16.0% | -26.2% | -6.0% |
| 30D | -18.4% | +32.1% | -50.5% | -11.3% |
| 3M | -20.4% | +21.5% | -41.9% | -15.0% |
| 6M | -16.0% | +82.1% | -98.1% | +0.7% |
| YTD | +11.8% | +31.6% | -19.8% | +28.9% |
| 1Y | -5.5% | +15.9% | -21.4% | +12.7% |
| All | -5.5% | +16.9% | -22.4% | +12.7% |
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