-12.4%
EW vs HRB
+144.6%
-157.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +9.3% | -4.0% | +13.3% | +9.8% |
| 30D | +22.1% | +15.8% | +6.3% | +19.6% |
| 3M | +13.0% | +12.0% | +1.0% | +10.8% |
| 6M | +30.1% | +40.7% | -10.7% | +23.2% |
| YTD | +22.0% | +21.0% | +1.0% | +18.8% |
| 1Y | +23.7% | +11.7% | +12.1% | +22.2% |
| 3Y | +62.0% | +25.0% | +37.0% | +53.5% |
| 5Y | -12.4% | +141.0% | -153.5% | -30.9% |
| All | -12.4% | +144.6% | -157.0% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling