+300.1%
EXEL vs HRB
+965.7%
-665.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.8% | +1.3% |
| 7D | +8.4% | -5.7% | +14.0% | +10.7% |
| 30D | +4.1% | +7.9% | -3.8% | +0.1% |
| 3M | +12.4% | +32.1% | -19.7% | -0.5% |
| 6M | +41.5% | +62.2% | -20.7% | +12.9% |
| YTD | +34.6% | +16.4% | +18.2% | +21.0% |
| 1Y | +57.9% | -0.3% | +58.1% | +50.6% |
| 3Y | +159.5% | +36.0% | +123.5% | +111.8% |
| 5Y | +198.5% | +125.2% | +73.3% | +86.1% |
| 10Y | +411.4% | +237.7% | +173.7% | +126.1% |
| All | +300.1% | +965.7% | -665.6% | +4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling