+507.7%
FAST vs HRB
+213.0%
+294.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.0% | +0.9% |
| 7D | +1.3% | -9.1% | +10.3% | +3.2% |
| 30D | -4.7% | +0.3% | -5.0% | -5.3% |
| 3M | +7.9% | +23.4% | -15.5% | +2.5% |
| 6M | +7.4% | +45.1% | -37.7% | -2.4% |
| YTD | +25.1% | +8.9% | +16.2% | +20.8% |
| 1Y | +4.7% | -7.9% | +12.6% | +5.0% |
| 3Y | +94.7% | +27.9% | +66.8% | +78.2% |
| 5Y | +106.8% | +108.3% | -1.6% | +65.9% |
| 10Y | +507.7% | +208.4% | +299.2% | +323.4% |
| All | +507.7% | +213.0% | +294.7% | +323.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling