-23.3%
FDS vs HRB
+144.6%
-167.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -2.0% | -4.0% | +2.1% | -0.6% |
| 30D | +13.5% | +15.8% | -2.2% | +8.0% |
| 3M | +15.2% | +12.0% | +3.1% | +10.1% |
| 6M | +47.0% | +40.7% | +6.3% | +30.9% |
| YTD | +13.9% | +21.0% | -7.1% | +4.3% |
| 1Y | +25.2% | +11.7% | +13.5% | +16.9% |
| 3Y | -25.3% | +25.0% | -50.3% | -33.3% |
| 5Y | -23.3% | +141.0% | -164.3% | -40.8% |
| All | -23.3% | +144.6% | -167.9% | -40.8% |
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 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