+80.3%
EXE vs HRB
+140.6%
-60.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.3% | +1.0% |
| 7D | +5.3% | -5.1% | +10.4% | +5.8% |
| 30D | -2.2% | +8.7% | -10.9% | -3.1% |
| 3M | -5.9% | -5.4% | -0.5% | -5.6% |
| 6M | -5.7% | +41.6% | -47.3% | -9.6% |
| YTD | -17.8% | +18.7% | -36.5% | -19.6% |
| 1Y | -23.1% | +16.4% | -39.6% | -24.6% |
| 3Y | +21.2% | +22.0% | -0.8% | +15.9% |
| All | +80.3% | +140.6% | -60.4% | +51.6% |
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