+199.5%
EXC vs HRB
+243.2%
-43.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +0.1% | -4.0% | +4.1% | +0.9% |
| 30D | +9.0% | +15.8% | -6.7% | +5.7% |
| 3M | +3.3% | +12.0% | -8.7% | +0.2% |
| 6M | +5.7% | +40.7% | -35.1% | -2.7% |
| YTD | +7.3% | +21.0% | -13.6% | +1.3% |
| 1Y | +2.9% | +11.7% | -8.7% | -1.1% |
| 3Y | +29.3% | +25.0% | +4.4% | +18.5% |
| 5Y | +40.1% | +141.0% | -101.0% | +5.2% |
| All | +199.5% | +243.2% | -43.6% | +94.3% |
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