+100.0%
FAST vs HRB
+24.3%
+75.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +5.0% | -7.8% | +12.8% | +5.9% |
| 30D | +8.6% | +15.7% | -7.2% | +6.7% |
| 3M | +6.9% | -5.5% | +12.4% | +7.4% |
| 6M | +29.6% | +41.1% | -11.5% | +23.7% |
| YTD | +41.4% | +20.4% | +21.0% | +40.6% |
| 1Y | +38.5% | +15.2% | +23.3% | +39.1% |
| All | +100.0% | +24.3% | +75.7% | +95.8% |
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