-29.0%
EW vs HRB
+108.2%
-137.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.5% | +2.9% | -2.7% |
| 7D | -4.4% | -9.1% | +4.6% | -3.2% |
| 30D | -3.3% | +0.3% | -3.6% | -3.6% |
| 3M | +1.0% | +23.4% | -22.4% | -2.3% |
| 6M | +6.2% | +45.1% | -38.9% | 0.0% |
| YTD | +1.7% | +8.9% | -7.2% | +0.6% |
| 1Y | +8.1% | -7.9% | +16.0% | +10.1% |
| 3Y | +17.1% | +27.9% | -10.9% | +9.7% |
| All | -29.0% | +108.2% | -137.2% | -42.5% |
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