+1,440.5%
FANG vs HRB
+340.7%
+1,099.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | +2.9% | -8.0% | +10.9% | +5.0% |
| 30D | +2.6% | -16.0% | +18.6% | +6.9% |
| 3M | +7.6% | +26.9% | -19.3% | 0.0% |
| 6M | +17.3% | +51.1% | -33.8% | +2.8% |
| YTD | +38.7% | +7.1% | +31.6% | +32.7% |
| 1Y | +51.6% | -9.6% | +61.3% | +51.9% |
| 3Y | +50.0% | +25.4% | +24.6% | +32.2% |
| 5Y | +237.6% | +114.9% | +122.6% | +142.4% |
| 10Y | +180.7% | +206.4% | -25.8% | +68.8% |
| All | +1,440.5% | +340.7% | +1,099.8% | +811.9% |
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 · 6 months rolling