+64.3%
FDS vs HRB
+207.5%
-143.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.6% | -5.2% | -5.7% |
| 7D | -16.0% | -12.2% | -3.8% | -12.9% |
| 30D | -6.7% | -3.0% | -3.8% | -6.4% |
| 3M | +6.0% | +21.7% | -15.8% | +0.2% |
| 6M | +25.1% | +52.3% | -27.2% | +11.3% |
| YTD | -8.1% | +6.5% | -14.6% | -10.9% |
| 1Y | -26.0% | -6.7% | -19.3% | -26.0% |
| 3Y | -36.4% | +25.1% | -61.5% | -41.6% |
| 5Y | -27.7% | +113.8% | -141.5% | -42.3% |
| All | +64.3% | +207.5% | -143.2% | +12.3% |
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