+271.2%
EW vs HRB
+221.6%
+49.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.5% |
| 7D | +4.9% | -5.1% | +10.0% | +5.8% |
| 30D | +23.9% | +8.7% | +15.3% | +22.1% |
| 3M | +15.8% | -5.4% | +21.2% | +16.5% |
| 6M | +31.7% | +41.6% | -9.9% | +22.8% |
| YTD | +25.7% | +18.7% | +7.0% | +20.3% |
| 1Y | +24.4% | +16.4% | +8.0% | +19.5% |
| 3Y | +65.9% | +22.0% | +43.9% | +55.4% |
| 5Y | -7.6% | +141.2% | -148.9% | -26.2% |
| All | +271.2% | +221.6% | +49.6% | +175.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling