+73.7%
EXE vs HRB
+141.1%
-67.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +1.5% | -8.1% | +9.6% | +2.3% |
| 30D | -0.2% | +15.0% | -15.2% | -1.7% |
| 3M | -9.2% | +10.2% | -19.5% | -10.4% |
| 6M | -7.2% | +44.2% | -51.5% | -11.3% |
| YTD | -18.3% | +21.0% | -39.2% | -20.1% |
| 1Y | -23.6% | +12.0% | -35.6% | -24.5% |
| 3Y | +21.9% | +24.9% | -3.0% | +16.3% |
| 5Y | +73.7% | +144.6% | -70.9% | +45.6% |
| All | +73.7% | +141.1% | -67.4% | +45.6% |
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