+363.1%
EXEL vs HRB
+207.5%
+155.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -1.0% | -1.4% |
| 7D | -2.9% | -12.2% | +9.3% | -0.7% |
| 30D | +11.9% | -3.0% | +14.8% | +11.9% |
| 3M | +9.2% | +21.7% | -12.5% | +4.5% |
| 6M | +39.1% | +52.3% | -13.2% | +26.3% |
| YTD | +31.0% | +6.5% | +24.5% | +27.6% |
| 1Y | +52.3% | -6.7% | +59.0% | +52.6% |
| 3Y | +159.7% | +25.1% | +134.6% | +141.3% |
| 5Y | +187.7% | +113.8% | +74.0% | +130.8% |
| All | +363.1% | +207.5% | +155.6% | +245.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling