+7,595.3%
EW vs HRB
+1,018.6%
+6,576.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.7% |
| 7D | +6.5% | -8.1% | +14.6% | +8.2% |
| 30D | +22.5% | +15.0% | +7.5% | +19.0% |
| 3M | +13.0% | +10.2% | +2.7% | +10.1% |
| 6M | +37.1% | +44.2% | -7.1% | +26.2% |
| YTD | +24.1% | +21.0% | +3.2% | +17.0% |
| 1Y | +24.2% | +12.0% | +12.3% | +18.9% |
| 3Y | +64.8% | +24.9% | +39.9% | +51.9% |
| 5Y | -7.4% | +144.6% | -152.0% | -27.4% |
| 10Y | +248.8% | +229.4% | +19.4% | +140.1% |
| All | +7,595.3% | +1,018.6% | +6,576.6% | +3,259.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling