+590.1%
EWT vs HRB
+1,282.8%
-692.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +5.9% | +0.8% |
| 7D | +1.6% | -9.1% | +10.7% | +3.6% |
| 30D | +8.2% | +0.3% | +7.9% | +7.6% |
| 3M | +11.1% | +23.4% | -12.3% | +4.7% |
| 6M | +60.4% | +45.1% | +15.3% | +43.9% |
| YTD | +75.6% | +8.9% | +66.7% | +67.5% |
| 1Y | +91.3% | -7.9% | +99.2% | +89.2% |
| 3Y | +200.3% | +27.9% | +172.4% | +168.3% |
| 5Y | +156.4% | +108.3% | +48.1% | +97.1% |
| 10Y | +495.8% | +208.4% | +287.4% | +273.8% |
| All | +590.1% | +1,282.8% | -692.7% | +173.7% |
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