+4,504.5%
ETR vs HRB
+3,424.8%
+1,079.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.1% |
| 7D | +1.2% | -5.1% | +6.2% | +2.0% |
| 30D | +7.0% | +8.7% | -1.7% | +5.5% |
| 3M | +4.6% | -5.4% | +10.0% | +5.2% |
| 6M | +0.1% | +41.6% | -41.4% | -6.4% |
| YTD | +23.2% | +18.7% | +4.5% | +17.4% |
| 1Y | +20.6% | +16.4% | +4.1% | +15.2% |
| 3Y | +156.3% | +22.0% | +134.3% | +139.6% |
| 5Y | +159.6% | +141.2% | +18.4% | +112.0% |
| 10Y | +377.1% | +223.1% | +154.0% | +252.9% |
| All | +4,504.5% | +3,424.8% | +1,079.6% | +1,948.7% |
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 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