+154.8%
EXPE vs HRB
+25.9%
+128.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.3% |
| 7D | -11.5% | -10.6% | -0.9% | -8.9% |
| 30D | -13.1% | -0.8% | -12.2% | -12.9% |
| 3M | +18.1% | +19.1% | -0.9% | +13.4% |
| 6M | +13.3% | +48.7% | -35.4% | +2.9% |
| YTD | -3.2% | +7.1% | -10.3% | -5.5% |
| 1Y | +26.1% | -8.3% | +34.5% | +26.4% |
| All | +154.8% | +25.9% | +128.8% | +131.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling