+149.4%
EWT vs HRB
+114.1%
+35.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.8% |
| 7D | -1.1% | -8.0% | +6.9% | -0.9% |
| 30D | +4.5% | -16.0% | +20.4% | +4.9% |
| 3M | +8.3% | +26.9% | -18.6% | +6.9% |
| 6M | +54.2% | +51.1% | +3.1% | +49.9% |
| YTD | +74.6% | +7.1% | +67.5% | +75.4% |
| 1Y | +84.9% | -9.6% | +94.5% | +89.3% |
| 3Y | +197.5% | +25.4% | +172.1% | +186.9% |
| All | +149.4% | +114.1% | +35.4% | +124.4% |
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