+726.6%
EXPE vs HRB
+261.7%
+464.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.6% |
| 7D | -0.5% | -5.1% | +4.6% | +1.5% |
| 30D | -6.1% | +8.7% | -14.8% | -8.8% |
| 3M | -21.3% | -5.4% | -15.9% | -19.6% |
| 6M | +19.0% | +41.6% | -22.6% | +3.6% |
| YTD | -8.4% | +18.7% | -27.1% | -16.1% |
| 1Y | -2.8% | +16.4% | -19.2% | -10.4% |
| 3Y | +120.8% | +22.0% | +98.8% | +93.2% |
| 5Y | +46.2% | +141.2% | -95.0% | -5.0% |
| 10Y | +123.8% | +223.1% | -99.3% | +19.3% |
| All | +726.6% | +261.7% | +464.9% | +210.4% |
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 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