+43.6%
EXEL vs HRB
-6.2%
+49.8%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.3% |
| 7D | -4.9% | -8.0% | +3.1% | -5.1% |
| 30D | +11.4% | -16.0% | +27.4% | +10.8% |
| 3M | +4.9% | +26.9% | -22.0% | +5.5% |
| 6M | +34.4% | +51.1% | -16.7% | +37.0% |
| YTD | +28.0% | +7.1% | +21.0% | +37.5% |
| 1Y | +43.6% | -9.6% | +53.3% | +72.2% |
| All | +43.6% | -6.2% | +49.8% | +72.2% |
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 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