+128.3%
ETR vs HRB
+111.1%
+17.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.4% | -1.1% |
| 7D | +0.4% | -10.6% | +11.0% | +1.3% |
| 30D | +2.0% | -0.8% | +2.9% | +1.9% |
| 3M | -1.7% | +19.1% | -20.7% | -3.7% |
| 6M | +3.6% | +48.7% | -45.1% | -1.3% |
| YTD | +18.0% | +7.1% | +10.9% | +17.4% |
| 1Y | +26.2% | -8.3% | +34.6% | +28.4% |
| 3Y | +148.0% | +25.8% | +122.2% | +134.2% |
| All | +128.3% | +111.1% | +17.2% | +98.3% |
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