-20.7%
FDS vs HRB
+112.6%
-133.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.5% | +2.2% | -2.2% |
| 7D | -5.4% | -9.1% | +3.7% | -2.4% |
| 30D | +1.6% | +0.3% | +1.3% | +0.9% |
| 3M | +17.7% | +23.4% | -5.6% | +9.5% |
| 6M | +29.1% | +45.1% | -16.1% | +14.2% |
| YTD | +1.0% | +8.9% | -7.9% | -4.1% |
| 1Y | -21.6% | -7.9% | -13.7% | -22.5% |
| 3Y | -30.1% | +27.9% | -58.0% | -37.3% |
| 5Y | -20.7% | +108.3% | -129.1% | -36.1% |
| All | -20.7% | +112.6% | -133.4% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling