-45.8%
XE vs HRB
+48.4%
-94.2%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -0.6% | -7.7% | -8.4% |
| 7D | -11.4% | -12.2% | +0.8% | -14.5% |
| 30D | -23.0% | -3.0% | -20.0% | -23.3% |
| 3M | -12.1% | +21.7% | -33.8% | -7.4% |
| All | -45.8% | +48.4% | -94.2% | -38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling