+156.4%
EXPE vs HRB
+207.5%
-51.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.1% | +1.8% |
| 7D | -8.7% | -12.2% | +3.5% | -4.0% |
| 30D | -13.6% | -3.0% | -10.7% | -13.0% |
| 3M | +26.6% | +21.7% | +4.9% | +16.9% |
| 6M | +19.9% | +52.3% | -32.4% | 0.0% |
| YTD | -1.7% | +6.5% | -8.2% | -5.9% |
| 1Y | +29.4% | -6.7% | +36.1% | +29.6% |
| 3Y | +155.7% | +25.1% | +130.5% | +119.1% |
| 5Y | +93.1% | +113.8% | -20.7% | +27.9% |
| All | +156.4% | +207.5% | -51.1% | +42.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling