+266.6%
EW vs HRB
+226.2%
+40.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +4.9% | -7.8% | +12.7% | +6.3% |
| 30D | +24.1% | +15.7% | +8.3% | +20.9% |
| 3M | +13.7% | -5.5% | +19.2% | +14.5% |
| 6M | +32.7% | +41.1% | -8.4% | +23.9% |
| YTD | +24.1% | +20.4% | +3.7% | +18.5% |
| 1Y | +23.6% | +15.2% | +8.4% | +19.0% |
| 3Y | +64.8% | +24.3% | +40.5% | +53.9% |
| 5Y | -8.8% | +144.7% | -153.5% | -27.3% |
| All | +266.6% | +226.2% | +40.3% | +171.8% |
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