+149.7%
EXE vs HRB
+218.3%
-68.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | +2.9% | -7.8% | +10.7% | +3.8% |
| 30D | -4.9% | +15.7% | -20.7% | -6.7% |
| 3M | -8.3% | -5.5% | -2.7% | -7.9% |
| 6M | -7.8% | +41.1% | -49.0% | -12.5% |
| YTD | -19.0% | +20.4% | -39.4% | -21.4% |
| 1Y | -24.8% | +15.2% | -40.1% | -26.5% |
| 3Y | +20.8% | +24.3% | -3.5% | +13.8% |
| 5Y | +76.2% | +144.7% | -68.5% | +36.8% |
| All | +149.7% | +218.3% | -68.5% | +82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling