+24.4%
EW vs HRB
+13.5%
+10.9%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.3% |
| 7D | +4.9% | -5.1% | +10.0% | +5.1% |
| 30D | +23.9% | +8.7% | +15.3% | +23.5% |
| 3M | +15.8% | -5.4% | +21.2% | +15.9% |
| 6M | +31.7% | +41.6% | -9.9% | +30.2% |
| YTD | +25.7% | +18.7% | +7.0% | +31.6% |
| 1Y | +24.4% | +16.4% | +8.0% | +30.6% |
| All | +24.4% | +13.5% | +10.9% | +30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling