+91.1%
EXE vs HRB
+114.1%
-23.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.2% |
| 7D | -3.1% | -8.0% | +4.9% | -2.4% |
| 30D | -0.9% | -16.0% | +15.0% | +0.8% |
| 3M | +9.6% | +26.9% | -17.3% | +6.1% |
| 6M | -11.6% | +51.1% | -62.7% | -16.6% |
| YTD | -12.6% | +7.1% | -19.6% | -13.5% |
| 1Y | +1.2% | -9.6% | +10.8% | +2.6% |
| 3Y | +18.0% | +25.4% | -7.4% | +10.5% |
| All | +91.1% | +114.1% | -23.0% | +58.7% |
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