+92.0%
EXEL vs HRB
+16.9%
+75.0%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.4% | -3.8% | +0.7% |
| 7D | +9.8% | +16.0% | -6.3% | +10.3% |
| 30D | +23.6% | +32.1% | -8.5% | +25.1% |
| 3M | +29.9% | +21.5% | +8.4% | +31.0% |
| 6M | +64.7% | +82.1% | -17.4% | +72.5% |
| YTD | +66.0% | +31.6% | +34.4% | +73.6% |
| 1Y | +92.0% | +15.9% | +76.1% | +109.0% |
| All | +92.0% | +16.9% | +75.0% | +109.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling