+178.5%
EXE vs HRB
+207.8%
-29.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.8% | -0.7% |
| 7D | -0.3% | -5.7% | +5.4% | +0.4% |
| 30D | +8.5% | +7.9% | +0.5% | +7.2% |
| 3M | +5.5% | +32.1% | -26.7% | +1.2% |
| 6M | -5.9% | +62.2% | -68.1% | -12.7% |
| YTD | -9.7% | +16.4% | -26.1% | -11.8% |
| 1Y | +3.6% | -0.3% | +3.8% | +3.7% |
| 3Y | +18.0% | +36.0% | -18.0% | +8.5% |
| 5Y | +109.4% | +125.2% | -15.8% | +66.4% |
| All | +178.5% | +207.8% | -29.3% | +105.2% |
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 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