+46.2%
EXC vs HRB
+112.6%
-66.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.5% | +7.2% | +1.4% |
| 7D | +1.2% | -9.1% | +10.3% | +2.3% |
| 30D | -2.7% | +0.3% | -3.0% | -3.0% |
| 3M | -1.0% | +23.4% | -24.4% | -3.7% |
| 6M | -9.3% | +45.1% | -54.4% | -13.8% |
| YTD | +3.6% | +8.9% | -5.3% | +2.9% |
| 1Y | +5.9% | -7.9% | +13.8% | +8.0% |
| 3Y | +21.3% | +27.9% | -6.6% | +15.4% |
| 5Y | +46.2% | +108.3% | -62.2% | +27.5% |
| All | +46.2% | +112.6% | -66.4% | +27.5% |
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