+4,368.6%
ETR vs HRB
+3,134.5%
+1,234.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.5% | +7.6% | +2.2% |
| 7D | +1.4% | -9.1% | +10.5% | +2.9% |
| 30D | +1.9% | +0.3% | +1.6% | +1.5% |
| 3M | +1.0% | +23.4% | -22.4% | -3.1% |
| 6M | +4.8% | +45.1% | -40.3% | -2.9% |
| YTD | +19.5% | +8.9% | +10.7% | +15.8% |
| 1Y | +28.1% | -7.9% | +36.0% | +27.4% |
| 3Y | +151.1% | +27.9% | +123.2% | +132.8% |
| 5Y | +125.2% | +108.3% | +16.8% | +88.6% |
| 10Y | +291.1% | +208.4% | +82.7% | +192.2% |
| All | +4,368.6% | +3,134.5% | +1,234.2% | +1,920.4% |
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