-20.7%
EXE vs HRB
+15.1%
-35.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.4% | -2.3% |
| 7D | -5.6% | +10.7% | -16.4% | -5.6% |
| 30D | -3.3% | +29.0% | -32.3% | -3.2% |
| 3M | -5.5% | +21.0% | -26.5% | -5.4% |
| 6M | -13.4% | +86.9% | -100.4% | -13.3% |
| YTD | -21.3% | +30.5% | -51.8% | -23.7% |
| 1Y | -20.7% | +13.6% | -34.3% | -21.9% |
| All | -20.7% | +15.1% | -35.8% | -21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling