+160.8%
EXEL vs HRB
+28.7%
+132.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.5% | +4.2% | -1.8% |
| 7D | +1.4% | -9.1% | +10.4% | +2.0% |
| 30D | +6.7% | +0.3% | +6.4% | +6.4% |
| 3M | +11.5% | +23.4% | -11.9% | +9.1% |
| 6M | +38.8% | +45.1% | -6.3% | +34.2% |
| YTD | +31.6% | +8.9% | +22.7% | +34.0% |
| 1Y | +53.0% | -7.9% | +60.9% | +61.7% |
| 3Y | +160.8% | +27.9% | +132.9% | +168.3% |
| All | +160.8% | +28.7% | +132.1% | +168.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling