+57.9%
EXEL vs HRB
+1.1%
+56.8%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.8% | -0.3% |
| 7D | +8.4% | -5.7% | +14.0% | +8.2% |
| 30D | +4.1% | +7.9% | -3.8% | +4.2% |
| 3M | +12.4% | +32.1% | -19.7% | +12.8% |
| 6M | +41.5% | +62.2% | -20.7% | +43.9% |
| YTD | +34.6% | +16.4% | +18.2% | +45.7% |
| 1Y | +57.9% | -0.3% | +58.1% | +88.1% |
| All | +57.9% | +1.1% | +56.8% | +88.1% |
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