+41.4%
EXC vs HRB
+142.1%
-100.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.5% |
| 7D | -1.7% | -2.4% | +0.7% | -1.4% |
| 30D | +9.3% | +15.7% | -6.4% | +7.4% |
| 3M | +1.0% | +11.4% | -10.3% | -0.5% |
| 6M | +5.9% | +40.7% | -34.8% | +1.3% |
| YTD | +7.6% | +21.0% | -13.3% | +5.5% |
| 1Y | +2.4% | +7.2% | -4.8% | +2.4% |
| 3Y | +30.2% | +29.2% | +1.1% | +24.4% |
| 5Y | +41.4% | +142.3% | -101.0% | +21.3% |
| All | +41.4% | +142.1% | -100.8% | +21.3% |
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 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