+30,172.0%
EXPD vs HRB
+3,613.7%
+26,558.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.2% | +2.0% | -1.2% |
| 7D | -7.2% | +2.7% | -9.9% | -7.8% |
| 30D | -3.3% | +22.1% | -25.4% | -8.0% |
| 3M | +3.4% | +15.7% | -12.3% | -0.9% |
| 6M | +22.7% | +83.3% | -60.6% | +4.0% |
| YTD | +24.5% | +25.0% | -0.5% | +15.2% |
| 1Y | +38.6% | +6.9% | +31.7% | +33.0% |
| 3Y | +71.5% | +39.0% | +32.5% | +51.4% |
| 5Y | +56.2% | +146.4% | -90.2% | +17.3% |
| 10Y | +310.5% | +254.4% | +56.0% | +160.1% |
| All | +30,172.0% | +3,613.7% | +26,558.3% | +12,393.9% |
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