+513.6%
EWT vs HRB
+209.1%
+304.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.8% |
| 7D | -1.1% | -8.0% | +6.9% | -0.3% |
| 30D | +4.5% | -16.0% | +20.4% | +6.2% |
| 3M | +8.3% | +26.9% | -18.6% | +4.8% |
| 6M | +54.2% | +51.1% | +3.1% | +45.2% |
| YTD | +74.6% | +7.1% | +67.5% | +71.8% |
| 1Y | +84.9% | -9.6% | +94.5% | +86.1% |
| 3Y | +197.5% | +25.4% | +172.1% | +181.3% |
| 5Y | +150.6% | +114.9% | +35.7% | +115.1% |
| All | +513.6% | +209.1% | +304.5% | +379.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling