+198.5%
EXEL vs HRB
+104.8%
+93.7%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.8% | +1.3% |
| 7D | -0.3% | -10.6% | +10.3% | +0.6% |
| 30D | +10.1% | -0.8% | +11.0% | +9.9% |
| 3M | +10.1% | +19.1% | -9.0% | +7.7% |
| 6M | +37.7% | +48.7% | -11.0% | +31.2% |
| YTD | +33.1% | +7.1% | +26.0% | +32.8% |
| 1Y | +52.4% | -8.3% | +60.7% | +55.9% |
| 3Y | +163.8% | +25.8% | +138.0% | +158.4% |
| 5Y | +198.5% | +111.1% | +87.4% | +188.0% |
| All | +198.5% | +104.8% | +93.7% | +188.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling