+74,417.0%
FAST vs HRB
+3,613.7%
+70,803.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.2% | +4.4% | +1.3% |
| 7D | +2.1% | +2.7% | -0.6% | +1.3% |
| 30D | +6.9% | +22.1% | -15.2% | +0.9% |
| 3M | +4.8% | +15.7% | -10.9% | -0.3% |
| 6M | +19.8% | +83.3% | -63.6% | -1.4% |
| YTD | +34.9% | +25.0% | +9.9% | +22.5% |
| 1Y | +32.8% | +6.9% | +25.8% | +26.0% |
| 3Y | +93.7% | +39.0% | +54.7% | +67.3% |
| 5Y | +105.3% | +146.4% | -41.1% | +46.1% |
| 10Y | +595.4% | +254.4% | +340.9% | +304.3% |
| All | +74,417.0% | +3,613.7% | +70,803.2% | +16,620.6% |
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