+91.1%
EXPE vs HRB
+112.6%
-21.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -6.5% | -1.4% | -5.9% |
| 7D | -9.8% | -9.1% | -0.7% | -7.0% |
| 30D | -11.5% | +0.3% | -11.8% | -11.8% |
| 3M | +21.7% | +23.4% | -1.7% | +14.0% |
| 6M | +10.4% | +45.1% | -34.7% | -2.4% |
| YTD | -2.5% | +8.9% | -11.4% | -5.9% |
| 1Y | +27.3% | -7.9% | +35.3% | +28.9% |
| 3Y | +153.5% | +27.9% | +125.6% | +120.5% |
| 5Y | +91.1% | +108.3% | -17.2% | +43.0% |
| All | +91.1% | +112.6% | -21.5% | +43.0% |
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