-40.9%
XE vs HRB
+49.3%
-90.2%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -1.6% | -8.2% | -10.3% |
| 7D | -4.6% | -10.6% | +6.0% | -7.5% |
| 30D | -16.4% | -0.8% | -15.6% | -16.2% |
| 3M | -15.5% | +19.1% | -34.6% | -11.5% |
| All | -40.9% | +49.3% | -90.2% | -32.5% |
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 · Available span rolling