+367.8%
EXEL vs HRB
+986.3%
-618.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.7% |
| 7D | -0.8% | -5.1% | +4.3% | +1.0% |
| 30D | +13.1% | +8.7% | +4.5% | +9.4% |
| 3M | +36.3% | -5.4% | +41.7% | +38.0% |
| 6M | +34.5% | +41.6% | -7.0% | +15.1% |
| YTD | +57.4% | +18.7% | +38.8% | +39.7% |
| 1Y | +62.9% | +16.4% | +46.5% | +45.5% |
| 3Y | +229.5% | +22.0% | +207.5% | +180.5% |
| 5Y | +281.2% | +141.2% | +140.0% | +131.1% |
| 10Y | +320.7% | +223.1% | +97.6% | +90.7% |
| All | +367.8% | +986.3% | -618.5% | +20.7% |
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