+124.0%
EW vs HRB
+207.5%
-83.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | -3.4% | -12.2% | +8.8% | -1.2% |
| 30D | -7.4% | -3.0% | -4.4% | -7.2% |
| 3M | +0.9% | +21.7% | -20.8% | -3.1% |
| 6M | +1.2% | +52.3% | -51.2% | -7.3% |
| YTD | +1.8% | +6.5% | -4.7% | -0.5% |
| 1Y | +10.8% | -6.7% | +17.5% | +10.9% |
| 3Y | +17.1% | +25.1% | -8.0% | +8.9% |
| 5Y | -28.2% | +113.8% | -142.0% | -41.4% |
| All | +124.0% | +207.5% | -83.5% | +68.7% |
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 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