+2,340.5%
EXC vs HRB
+3,357.9%
-1,017.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | -0.3% |
| 7D | +0.3% | -5.7% | +6.0% | +1.4% |
| 30D | -3.7% | +7.9% | -11.6% | -5.4% |
| 3M | -1.3% | +32.1% | -33.4% | -6.8% |
| 6M | -9.7% | +62.2% | -71.9% | -18.8% |
| YTD | +2.9% | +16.4% | -13.5% | -1.8% |
| 1Y | +4.4% | -0.3% | +4.7% | +2.4% |
| 3Y | +22.2% | +36.0% | -13.8% | +11.4% |
| 5Y | +46.7% | +125.2% | -78.5% | +19.0% |
| 10Y | +155.3% | +237.7% | -82.3% | +82.2% |
| All | +2,340.5% | +3,357.9% | -1,017.3% | +965.9% |
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