-26.0%
FDS vs HRB
-8.2%
-17.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.6% | -5.2% | -5.5% |
| 7D | -16.0% | -12.2% | -3.8% | -10.7% |
| 30D | -6.7% | -3.0% | -3.8% | -6.4% |
| 3M | +6.0% | +21.7% | -15.8% | -5.1% |
| 6M | +25.1% | +52.3% | -27.2% | +1.9% |
| YTD | -8.1% | +6.5% | -14.6% | -13.7% |
| 1Y | -26.0% | -6.7% | -19.3% | -29.5% |
| All | -26.0% | -8.2% | -17.8% | -29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling