+20.5%
EXE vs HRB
+24.9%
-4.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +1.5% | -8.1% | +9.6% | +1.7% |
| 30D | -0.2% | +15.0% | -15.2% | -0.6% |
| 3M | -9.2% | +10.2% | -19.5% | -9.6% |
| 6M | -7.2% | +44.2% | -51.5% | -8.4% |
| YTD | -18.3% | +21.0% | -39.2% | -18.7% |
| 1Y | -23.6% | +12.0% | -35.6% | -23.7% |
| All | +20.5% | +24.9% | -4.4% | +18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling