+60.1%
EXPD vs HRB
+140.6%
-80.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.2% |
| 7D | +5.5% | -5.1% | +10.6% | +6.4% |
| 30D | -0.8% | +8.7% | -9.5% | -2.4% |
| 3M | +4.1% | -5.4% | +9.5% | +4.8% |
| 6M | +25.7% | +41.6% | -15.9% | +17.1% |
| YTD | +31.4% | +18.7% | +12.7% | +25.8% |
| 1Y | +42.2% | +16.4% | +25.7% | +36.6% |
| 3Y | +77.2% | +22.0% | +55.2% | +64.1% |
| All | +60.1% | +140.6% | -80.5% | +30.7% |
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 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