+19,880.1%
ETN vs HRB
+3,063.3%
+16,816.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | +3.0% | -12.2% | +15.2% | +6.2% |
| 30D | -10.9% | -3.0% | -8.0% | -10.9% |
| 3M | +9.2% | +21.7% | -12.5% | +2.2% |
| 6M | +13.9% | +52.3% | -38.4% | -1.2% |
| YTD | +29.5% | +6.5% | +23.0% | +22.4% |
| 1Y | +14.2% | -6.7% | +20.9% | +11.4% |
| 3Y | +79.9% | +25.1% | +54.8% | +57.9% |
| 5Y | +175.7% | +113.8% | +61.9% | +103.7% |
| 10Y | +693.2% | +204.8% | +488.4% | +394.2% |
| All | +19,880.1% | +3,063.3% | +16,816.8% | +6,527.0% |
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