-65.6%
XE vs HRB
+83.4%
-149.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +4.4% | -12.9% | -7.1% |
| 7D | -12.9% | +16.0% | -29.0% | -8.7% |
| 30D | -30.3% | +32.1% | -62.3% | -24.0% |
| 3M | -45.9% | +21.5% | -67.4% | -42.1% |
| 6M | -66.2% | +82.1% | -148.3% | -59.1% |
| All | -65.6% | +83.4% | -149.0% | -58.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling