+855.0%
EXPE vs HRB
+254.8%
+600.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.3% | -0.2% |
| 7D | -9.5% | -5.7% | -3.9% | -7.5% |
| 30D | -6.6% | +7.9% | -14.5% | -9.8% |
| 3M | +31.4% | +32.1% | -0.7% | +17.5% |
| 6M | +35.2% | +62.2% | -27.1% | +10.1% |
| YTD | +5.8% | +16.4% | -10.6% | -2.5% |
| 1Y | +38.7% | -0.3% | +38.9% | +34.7% |
| 3Y | +175.8% | +36.0% | +139.7% | +130.4% |
| 5Y | +111.8% | +125.2% | -13.4% | +41.0% |
| 10Y | +179.7% | +237.7% | -58.0% | +46.1% |
| All | +855.0% | +254.8% | +600.2% | +260.8% |
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 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