+6,438.2%
EW vs HRB
+976.5%
+5,461.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +0.9% |
| 7D | -0.3% | -5.7% | +5.3% | +0.8% |
| 30D | +1.0% | +7.9% | -6.9% | -0.9% |
| 3M | +2.8% | +32.1% | -29.3% | -3.4% |
| 6M | +5.5% | +62.2% | -56.8% | -5.8% |
| YTD | +5.5% | +16.4% | -10.9% | +0.4% |
| 1Y | +11.0% | -0.3% | +11.3% | +9.0% |
| 3Y | +17.7% | +36.0% | -18.3% | +6.6% |
| 5Y | -25.7% | +125.2% | -150.9% | -40.7% |
| 10Y | +132.8% | +237.7% | -104.9% | +59.6% |
| All | +6,438.2% | +976.5% | +5,461.7% | +2,783.5% |
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 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