+151.1%
ETR vs HRB
+140.6%
+10.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | 0.0% |
| 7D | +1.2% | -5.1% | +6.2% | +1.6% |
| 30D | +7.0% | +8.7% | -1.7% | +6.2% |
| 3M | +4.6% | -5.4% | +10.0% | +4.9% |
| 6M | +0.1% | +41.6% | -41.4% | -3.6% |
| YTD | +23.2% | +18.7% | +4.5% | +21.4% |
| 1Y | +20.6% | +16.4% | +4.1% | +19.1% |
| 3Y | +156.3% | +22.0% | +134.3% | +145.9% |
| All | +151.1% | +140.6% | +10.5% | +116.1% |
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