+50.0%
FANG vs HRB
+25.9%
+24.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | +2.9% | -8.0% | +10.9% | +3.0% |
| 30D | +2.6% | -16.0% | +18.6% | +2.9% |
| 3M | +7.6% | +26.9% | -19.3% | +6.8% |
| 6M | +17.3% | +51.1% | -33.8% | +15.8% |
| YTD | +38.7% | +7.1% | +31.6% | +39.8% |
| 1Y | +51.6% | -9.6% | +61.3% | +55.0% |
| 3Y | +50.0% | +25.4% | +24.6% | +47.0% |
| All | +50.0% | +25.9% | +24.1% | +47.0% |
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 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 · 6 months rolling