+111.1%
HRB vs EXR
-13.9%
+125.0%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.0% |
| 7D | -10.6% | -3.1% | -7.5% | -9.9% |
| 30D | -0.8% | -7.5% | +6.7% | +1.2% |
| 3M | +19.1% | -7.5% | +26.6% | +21.7% |
| 6M | +48.7% | -5.2% | +53.9% | +50.6% |
| YTD | +7.1% | +6.5% | +0.6% | +4.6% |
| 1Y | -8.3% | -2.0% | -6.3% | -8.4% |
| 3Y | +25.8% | +21.5% | +4.3% | +15.7% |
| 5Y | +111.1% | -11.5% | +122.6% | +117.7% |
| All | +111.1% | -13.9% | +125.0% | +117.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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