+196.7%
EXC vs HRB
+221.6%
-24.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +1.7% |
| 7D | +1.4% | -5.1% | +6.5% | +2.5% |
| 30D | +8.6% | +8.7% | -0.1% | +6.6% |
| 3M | +2.4% | -5.4% | +7.8% | +3.2% |
| 6M | +6.5% | +41.6% | -35.1% | -2.1% |
| YTD | +9.0% | +18.7% | -9.6% | +3.4% |
| 1Y | +4.6% | +16.4% | -11.9% | -0.5% |
| 3Y | +33.5% | +22.0% | +11.5% | +23.0% |
| 5Y | +41.4% | +141.2% | -99.8% | +6.1% |
| All | +196.7% | +221.6% | -24.9% | +93.8% |
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